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"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
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
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"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"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
"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
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"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
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Viewing User Profile for: mathpaquette
About Contact
Joined: May 18, 2018 06:34 AM
Last Post: Aug 27, 2018 07:39 AM
Last Visit: Sep 9, 2018 11:15 AM
Website: https://github.com/mathpaquette
Location: Canada
Occupation: Developer
Interests: Stock Market
Email: mathieu@inovitex.com
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Post Statistics
mathpaquette has contributed to 10 posts out of 18704 total posts (0.05%) in 124 days (0.08 posts per day).

20 Most recent posts:

Excellent news Tim, I'm in the process of adding support for this file in the IQFeed.CSharpiApiClient wrapper. Will be very easy to use. Ill post back on this thread once available.

Mathieu


Thank you Tim,
I think we should keep the file option.. For me this is a more convenient way to retrieve expired options. Can you expose to us the long term goal get them at the end?

Thank you.
Mathieu


Guys, dont hesitate to open an issue on GitHub rather than posting on this site.... I think its more related to the project itself.

Will always happy to help you out with that.
Mathieu


Hi T,

Well, if you wish to see the result as a data table, I suggest you to use the Raw facade, i.e. lookupClient.Historical.Raw.ReqHistoryTickDatapointsAsync method and then open up the return filename in Excel as a CSV file.

The reason you it in that format its because I didnt override the ToString in the TickMessage class.

Please dont forget to star the project on github and you can also ask question over there!

Thank you,
Mathieu

Trading Tips, Tricks and Ideas » S#.Data (Hydra) - market-data downloader Jul 10, 2018 06:17 AM (Total replies: 2)

Very nice, thank you!

IQFeed Developer Support » C# sample program for Leve1Socket May 22, 2018 08:06 PM (Total replies: 5)

Split.string is the way to go:

https://codereview.stackexchange.com/questions/194716/c-substring-vs-split-performance-test/194974#194974

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 07:14 AM (Total replies: 5)

Well, I'm still skeptical about the real performance benefit of not using .Split. I'll do some performance tests to conclude on this.


Hello Tim,

Any updates regarding this request?

Thank you,
Mathieu

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 06:43 AM (Total replies: 5)

Hello Lav2018,

Please have a look to my open source C# IQFeed client.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


Hello everyone,

I've developed and released to the open source community with the aim to be the more efficient, a C# IQFeed socket client. Have a look at the project. I'll develop all the features needed to support all the IQFeed functionalities.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


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