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"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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Viewing User Profile for: aamar
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Joined: Oct 8, 2021 05:19 AM
Last Post: Nov 8, 2021 01:54 PM
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aamar has contributed to 7 posts out of 21185 total posts (0.03%) in 932 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Data providers in API Nov 8, 2021 01:54 PM (Total replies: 2)

Thanks Gary.

I have found the issue, I am using quotes streaming and building my 1sec, 1min and 5min bars and difference was around that. Once fixed, it matches now.

IQFeed Developer Support » Data providers in API Nov 5, 2021 10:25 AM (Total replies: 2)

Hi,

I am trying to replicate an indicator I built using NinjaTrader but changing it to using the API on Forex pairs.

Can you advise which symbol to use in the API? e.g. for EURUSD, GBPUSD etc

I can get it working to using EURUSD.FXCM but I want to use the same provider which NT uses when it connects using the same IQFeed connection

Regards
Azhar

IQFeed Developer Support » Is it possible to stream real time quotes to my app? Oct 27, 2021 11:55 AM (Total replies: 2)

Thanks for the reply.

I have recorded a video to show what I am trying to say. I created a small indicator in NT and it writes the current bar on the outout screen and I have used the sample IQ app to stream the prices and SnapQuote app.

In the video at several points, you can see there more updates on NT than what you see in the IQFeed APP. They both using the same connection. NT output matches with the SnapQuote APP which is what I need.

https://www.loom.com/share/5ba4756578e84d36ada6d5d26c82b98f

Any guidance on that?

IQFeed Developer Support » Is it possible to stream real time quotes to my app? Oct 27, 2021 08:15 AM (Total replies: 2)

Hi,

I am making an APP and I want to stream real time quotes to do calculations. Current command I am using is
BW,EURUSD.FXCM,1,,1,1,,,,s,,0

I want to match it with NinjaTrader. If I connect NinjaTrader to same IQFeed, I can see the price changes much frequent than the messages I am getting.

I have also tried tick
BW,EURUSD.FXCM,1,,1,1,,,,t,,0 - this doesn't work
BW,EURUSD.FXCM,2,,1,1,,,,t,,0 - this does work better than 1 second interval but it still doesn't match with NT.

I want to get the message on price change

Is that possible?

I have tried to run sample app IQSnapQuote that also updates with price change so it must be possible.

IQFeed Developer Support » Multiple Interval Watches on same symbol Oct 8, 2021 11:13 AM (Total replies: 1)

Hi,

Is it possible to create a BW on the same symbol for multiple intervals?
e.g. I want to want 1sec, 5sec and 30sec bars

If yes, how can you determine which bar message belongs to which internal?
if not, what would be a best way to watch multiple time frames without doing calculation of higher bars in code?

Would multiple socket connections per timeframe work?

regards
Aamar

IQFeed API Questions » Question regarding streaming Oct 8, 2021 11:09 AM (Total replies: 3)

thanks @altmany. That def. helps.

IQFeed API Questions » Question regarding streaming Oct 8, 2021 05:36 AM (Total replies: 3)

Hi,

I am looking to stream 1 second data for several symbols. I am just testing so i can approach it correctly.

I am using the sample provided in C# to stream EURUSD.FXCM 1 second.

However, I expect to get a bar every second regardless of if there is any price change in that second or not but it seems to send quotes when price changes and gaps of 2-3 seconds before the next quote.

I need to do a calculation based on the number of bars and if there are any missed bars, it will not be accurate.

Is there any option to always stream the quotes per requested interval?

regards
Aamar


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