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)




"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
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"You have an excellent product !!!!!!" - Comment from Arely
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"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
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: 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 18066 total posts (0.02%) in 191 days (0.02 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 September 21, 2017 7:48 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003