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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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»Forums Index »Archive (2017 and earlier) »IQFeed 3rd Party Software Support »Realtime quotes

Author	Topic: Realtime quotes (2 messages, Page 1 of 1)
Quantmil -Interested User- Posts: 2 Joined: Jun 10, 2014	Posted: Jun 18, 2014 05:18 AM Msg. 1 of 2 Hi, I'm using the realtime function in matlab to retrieve quotes. When I request data I retrieve an array of 69 fields. Below is an example of the fields I get when I request data for SPY, which is also contained in the attachment. My problem is that I have no idea what each field is as its not stated in the documentation. Matlab seems to be making some kind of generic IQFeed request so I was hoping someone could point me in the right direction for determining what the fields correspond to... P, SPY, 7, 194.83, 0, 0, 1666, 216, 0, 0, 194.74, 194.78, 200, 500, , , 0, 06:08:01t, , 0, 194.83, 0.04, , , , 0, N, , , , 06/18/2014, , 194.78, , , , -0.05, -0.05, , -0.999977356, , , 194.83, 0, 0, 161900223.06, 14, 4, , 84833876, , , , , , 4, 0.25556712962963, 0.25556712962963, 187.8699, 16, N, , 5, 5, 5, 0.25556712962963, 5-8-11-12-15-18-25-26-28-80, T, 20140618 06:09:21
DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006	Posted: Jun 18, 2014 08:37 AM Msg. 2 of 2 Our feed allows for the dynamic allocation of these fields, so MatLab could be distributing them in any given order, it does appear to be similar to an old feed structure, but I really think that to make sure you have the most accurate data that contacting them is the best course of action. Tim