Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: sf631
About Contact
Joined: Oct 30, 2012 10:52 AM
Last Post: Jun 25, 2015 10:46 AM
Last Visit: Jun 25, 2015 12:27 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
sf631 has contributed to 6 posts out of 18230 total posts (0.03%) in 1,846 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Multiple symbol quotes in one request? Jun 25, 2015 10:46 AM (Total replies: 0)

Newbie question:

I'm trying to understand the best way of getting real-time price quotes on baskets of symbols and want to minimize the amount of data you have to send me and I have to receive/parse.

For simplicity, say I was trying to calculate my own intraday value change of the QQQQ ETF and needed to get price_chg_pct (percent change in price since yesterday's close) for all 100 stocks underlying the QQQQ so that I could weight them, sum them, and compare that to the ETF's price.

Is there any elegant way of asking for baskets of symbols in one request? In my ideal scenario I'd get only the needed field for all needed symbols, but understand that you may send all fields by default.

IQFeed Developer Support » tools documentation Jun 25, 2015 10:34 AM (Total replies: 3)

Somewhat off topic, but where can I get IQ Explorer? That sounds perfect for my needs in figuring out the API usage

I just downloaded the latest client package (5.1.3) and see Launcher, WatchQuote etc but no explorer.

Thanks

DTN.IQ Client Software Support » Downloading Daily VWAP History Jun 8, 2015 10:38 PM (Total replies: 2)

OK, thanks for the clear answer Stephen. I was hopeful that this would be different, if only because VWAP is so commonly used as a benchmark for execution quality

DTN.IQ Client Software Support » Downloading Daily VWAP History Jun 8, 2015 11:03 AM (Total replies: 2)

Newbie question here:

How can I systematically download daily VWAP as part of historical backfill? I typically use QCollector but can also access directly via a custom python script.

I know it's displayed on streaming data (via the IQWatchQuote) but I am hopeful that IQFeed retains this value in the daily bars such that it can be downloaded without needing to "roll my own" with ticks or intraday bars.

Thanks in advance

IQFeed Datafeed Wish List » R connectivity Apr 26, 2013 10:00 PM (Total replies: 8)

Bumping this thread. It seems like there's been some significant development on the IQFeed side. Any chance integration with R was part of that?

IQFeed Datafeed Wish List » R connectivity Oct 30, 2012 11:13 AM (Total replies: 8)

+1 for the request to offer R integration. I'm just now learning R and has taken a bit of getting used to, but is really powerful.

JokerJoe, did you end up trying the package on github? I've just installed it, having some difficulty successfully connecting with the IQFeed client.

From R, the iqConf() connection method goes through without complaint, but when I try to request any data (for instance HDX("XOM",days=14) ) it doesn't return any values and gets stuck trying)

If anyone else has successfully used this package I'd be interested in tips or at least what the expected behavior should be


Time: Sat November 18, 2017 12:21 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003