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"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
"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: MegaBite
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Joined: Apr 17, 2023 03:27 AM
Last Post: May 15, 2023 07:00 AM
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MegaBite has contributed to 5 posts out of 21191 total posts (0.02%) in 384 days (0.01 posts per day).

20 Most recent posts:
IQFeed API Questions » Connecting to API using TCP/IP via Excel VBA May 15, 2023 07:00 AM (Total replies: 9)

Why do you need to collaborate when trading? The market only exist because 2 people have opposite opinions and both are willing to commit their money to their conclusion. For version control, restoring and testing, I found a function called "Save As".

Excel allows Traders to use and test new formulas without having to go through a "scope change" and submitting a change request. That's if their developer actually understood what they want (and are capable).

Now as we are both nerds and this is why we are in a Developer's forum. I am going to let you in on a secret. This comes from Benoit Mandelbrot, a Mega Nerd who worked at IBM in the 1980s (Look up The Mandelbrot Set).

He worked out that there are fractals both in nature and in the markets. He wrote a book called, "the mis(behaviour) of markets". Basically, you are looking at the same chart whether it is by the Second, Minute, Hourly, Daily, Weekly and Monthly. When you zoom in and out, they are all part of the same fractal.

Therefore, you don't need to collaborate or use "true real time" data to make money. If the data is accurate, a couple of seconds delay is not a show stopper. You can just zoom out and apply the same technique.

The market doesn't care what program you use. All that's important is that your bank account ends up in the "Green". Even if you aren't used to "excel" in your trading! :-)

IQFeed API Questions » Connecting to API using TCP/IP via Excel VBA May 14, 2023 06:30 AM (Total replies: 9)

Hi Andrewm,

Thank you for your suggestion.

The support team at DTN has been really great and really patient. I really love XLQ2, as it allows me to access DTN IQFeed data via Excel. It means I can now concentrate on trading rather than coding.

I am not sure what you have against Excel for trading?
As a trader, I want access to accurate data. I also want the ability to display and manipulate the data how I like it. All options are considered and I will even look at the Moon if I have to! :-)

I personally use 3 different programs with IQFeed. (XLQ2, Ensign10, Wave59). I need Excel because it has functions and flexibility that other trading programs either don't offer it or is unable to match it.

Anyway, please keep your mind and options open. The doors you close may actually be the path to success and\or profitable trading.

Kind Regards,
Megabite

IQFeed API Questions » Connecting to API using TCP/IP via Excel VBA Apr 18, 2023 02:05 AM (Total replies: 9)

Hi Gary,

Thank you for the link.

I have been able to register the DLL. (Please see screen print attached). I don't quite understand point 3.... (not sure what I have to do here.)

How do I connect to a socket, and read the response? Is it possible to get an Excel workbook with an example? Any help or hint will be greatly appreciated.

Thank you in advance,
Megabite

IQFeed API Questions » Connecting to API using TCP/IP via Excel VBA Apr 17, 2023 03:59 AM (Total replies: 9)

Hello,

I have attached my Excel file just in case.
This was downloaded and modified from
"https://www.modbustools.com/modbus_activex.html"

Apologies that my codes are "everywhere". I will clean it up once I have a solution.

Thanks again and Best Regards,
Megabite

IQFeed API Questions » Connecting to API using TCP/IP via Excel VBA Apr 17, 2023 03:55 AM (Total replies: 9)

Hello.

I am trying to connect to the API using Excel VBA.
I am able to "Connect" to the API via TCP/IP using Excel VBA. However, I do not know how to send and receive a message.

##################
My questions
=========
Now that I am connected using TCP/IP,
1. Using Excel VBA, how do I send a message to TCP/IP, sample request
"HTX,@ES#,10,1,TESTREQUEST<CR><LF>"
2. Using Excel VBA, How do I retrieve or receive a response? Either in a text string, variable or into a Cell?
###################


I am able to do the following
1. Connect using PUTTY - TCP/IP (Telnet)
2. Address: 127.0.0.1, Port: 9100

Once connected in Putty, I can send the following message
"HTX,@ES#,10,1,TESTREQUEST<CR><LF>"

In Putty, I received the following Response

TESTREQUEST<CR><LF>,2023-04-17 04:38:48,4168.00,1,79263,4167.75,4168.00,2729085,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:38:48,4168.00,2,79265,4167.75,4168.00,2729085,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:38:48,4168.00,2,79267,4167.75,4168.00,2729085,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:38:48,4168.00,1,79268,4167.75,4168.00,2729085,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:38:48,4168.25,1,79269,4168.00,4168.25,2729086,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:39:00,4168.25,1,79270,4168.00,4168.25,2729087,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:39:00,4168.25,1,79271,4168.00,4168.25,2729087,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:39:00,4168.25,1,79272,4168.00,4168.25,2729088,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:39:00,4168.25,1,79273,4168.00,4168.25,2729088,0,0,C,
TESTREQUEST<CR><LF>,2023-04-17 04:39:00,4168.25,1,79274,4168.00,4168.25,2729088,0,0,C,
TESTREQUEST<CR><LF>,!ENDMSG!,

Over to EXCEL VBA

I downloaded the tool "Mobus activeX"
"https://www.modbustools.com/modbus_activex.html"

The VBA code used is

Mbaxp1.Connection = TCP_IP '0 = TCP/IP
Mbaxp1.IPAddr1 = 127
Mbaxp1.IPAddr2 = 0
Mbaxp1.IPAddr3 = 0
Mbaxp1.IPAddr4 = 1
Mbaxp1.TCPIPPort = 9100
Mbaxp1.Timeout = 1000 ' Read timeout
Mbaxp1.ConnectTimeout = 2000 ' TCP/IP Connection timeout
Mbaxp1.LicenseKey ("xxxx-xxxx-xxxx-xxxx-xxxx-xxxx")

e = Mbaxp1.OpenConnection

e = Mbaxp1.GetLastError

If e = 0 Then
Cells(5, 2) = "Connection success"

I am able to connect, receiving the response e=0

My questions
=========
Now that I am connected using TCp?IP,
1. Using Excel VBA, how do I send a message to TCP/IP,
2. Using Excel VBA, How do I retrieve or receive a response? Either in a text string, variable or Cell?


Attached are my screen prints of Putty and Excel VBA.

Thank you in advance and any pointers or ideas will be greatly appreciated.

Thanks,
Megabite


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