It would be great to have a facility in IQFeed to allow bulk end-of-day data downloading.
I'd like to be able to download, say all stocks EOD data for the last 5 years -- like an EOD
service may provide. Then the ability to fetch the last N days for all stocks without requiring
a request per stock symbol. The IQFeed server would get a request for ALL stocks EOD data between dates X and Y, build a zip file (compress), and return the file.
This would facilitate populating and maintaining a complete EOD database on the user's machine.
Even after-hours only would be great.
This would be great for our DTN RealTime satellite product TRAX since users want to populate historical EOD data for charting and systems backtesting, but the satellite service doesn't provide historical data, and currently requires another 3rd party EOD data service.
In the case of TRAX, the bulk download would primarily be needed to backfill historical
data, then TRAX would maintain the EOD database with the satellite data each day by executing an end-of-day process to save the satellite received EOD prices and volume.
DTN RealTime with IQFeed could be a great combination.
TRAX: DTN RealTime
Software for DTN RealTime Satellite
http://trax.base16.com