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)




"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"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
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: vmitec
About Contact
Joined: Mar 15, 2017 07:47 AM
Last Post: Mar 21, 2017 02:41 AM
Last Visit: Mar 21, 2017 02:42 AM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
vmitec has contributed to 3 posts out of 18545 total posts (0.02%) in 464 days (0.01 posts per day).

20 Most recent posts:

Good morning.
I am trading through IB but would like to use IQFeed as a data feed.
Is there a way to convert symbol names between IB and IQFeed?
I would like to automate this conversion because I have 500+ symbols...

Thanks
Edited by vmitec on Mar 21, 2017 at 02:42 AM

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 21, 2017 02:17 AM (Total replies: 5)

Thanks Tim for your reply. I will try to see what I can do with the data available through the API first and come back to you if I need additional data.

Vincent

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 15, 2017 08:06 AM (Total replies: 5)

I am just getting started with IQFeed. In order to backtest some strategies, I need to retrieve 1-minute OHLC bars over extended periods of time (years)
So far, I only managed to get 1-minute OHLC bars for trades, but not quotes (bid and ask).
Is there a way to retrieve 1-minute OHLC bars for quotes?

Quotes are interesting too because they provide knowledge of the time-varying bid/ask spread and allow to simulate more accurately fills during backtesting.
I am familiar with Interactive Broker historical data. With Interactive Brokers, I can request OHLC bars for either the bid, the ask, the midpoint or for trades. Is there anything similar with IQFeed?

Thanks.


Time: Thu June 21, 2018 7:24 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003