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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Is it possible to stream real time quotes to my app?
Author Topic: Is it possible to stream real time quotes to my app? (3 messages, Page 1 of 1)

aamar
-Interested User-
Posts: 7
Joined: Oct 8, 2021


Posted: Oct 27, 2021 08:15 AM          Msg. 1 of 3
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.

DTN_Gary_Stephen
-DTN Guru-
Posts: 400
Joined: Jul 3, 2019


Posted: Oct 27, 2021 09:07 AM          Msg. 2 of 3
First, the BW command will always have the label at the end. This means that the bar called 9:00 represents 8:59 to 9:00, not 9:00 to 9:01. Third-party software, and even the historical lookup commands within the IQFeed API, let you customize whether you want the label at the beginning or end.

If NinjaTrader is showing more frequent ticks than IQFeed is, this may be because NinjaTrader is including things that aren't included in the IQFeed interval bars calculation. This can be either (a) non-last-eligible trades, which are ignored in a bar calculation because they cannot set a high/low/open/close, or (b) bid/ask updates only, which can be ignored in Level 1 watches. (Extended/FormT trades are not ignored, so that BW can continue to create bars for after-hours trading).

On a lesser note, it is possible for streaming interval bars to be updated. If a trade correction occurs (because a tick was initially reported incorrectly), then the interval bar it effects will re-calculated to reflect the changed totals. This will appear as a message starting with BU. This is pretty infrequent, though.

I hope this information helps. Beyond that, I'd need to know more of the mismatched details.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

aamar
-Interested User-
Posts: 7
Joined: Oct 8, 2021


Posted: Oct 27, 2021 11:55 AM          Msg. 3 of 3
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?
 

 

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