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| Author | Topic: API questions (3 messages, Page 1 of 1) |
 Nosson -Interested User- Posts: 4 Joined: Nov 9, 2021 |
Posted: Nov 9, 2021 01:04 PM
Msg. 1 of 3
Hi,
I'm considering becoming an iqfeed customer. To make this decision, I have to close on a few open questions. I have a trading system which needs tick-by-tick trades stream for NASDAQ e-mini futures to operate. Questions: - My trading systems runs on Linux. I don't want to use wine. Can I run iqfeed on a separate machine (under Windows) and connect to its sockets over the LAN? Does iqfeed listen on all IP addresses or only on the localhost (and therefore will require running some bridge / proxy to make it available outside of localhost)? - In case something bad happens (iqfeed crashes, network disconnects), is it possible to recover the tick-by-tick stream using historical data during the trading hours? Let's say my app has identified there is a gap in real-time data between 10:00am and 10:05am. Will I be able to request historical data between 10:00am and 10:05am to backfill (and do it during regular trading hours such that once backfill is over I could proceed with business as usual)? - As a follow-up to the previous question. Does iqfeed provide some unique tick identifier (IIRC, CME has them) such that during backfill I could easily distinguish between ticks I have received already through real-time stream and those which I haven't? Thanks Edited by Nosson on Nov 9, 2021 at 01:06 PM |
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DTN_Gary_Stephen -DTN Guru- Posts: 333 Joined: Jul 3, 2019 
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Posted: Nov 9, 2021 01:36 PM
Msg. 2 of 3
Quote: Does iqfeed listen on all IP addresses or only on the localhost You would have to make the socket connection to 127.0.0.1. This address is not customizable. Quote: My trading systems runs on Linux. I don't want to use wine. Can I run iqfeed on a separate machine (under Windows) and connect to its sockets over the LAN? The IQFeed license agreement has a clause that "data must be received and consumed on the same machine." Make sure your setup wouldn't violate that. On a side note, we recommend the use of the third-party product Crossover (by Codeweavers) for using IQFeed in a Linux/Mac machines. A free trial is available from codeweavers.com, and we will subsidize the cost of this software if it meets your needs. Quote: In case something bad happens (iqfeed crashes, network disconnects), is it possible to recover the tick-by-tick stream using historical data during the trading hours? Yes, you can request tick history at any time. And you can request it for any window of time you wish. (Caveat: during trading hours you can only request tick history from the last 8 days.) Also, IQFeed has a "queueing" mechanism which helps protect you from losing data in situations like you describe. Quote: Does iqfeed provide some unique tick identifier? Yes, there is a field called TickID. These IDs aren't exactly unique, because some exchanges send ticks in "bundles" which will have the same TickID. But the TickID, combined with the timestamp, should be adequate for determining whether or not a tick is a duplicate or one you already have. I hope this information helps! Let me know if you have any other questions. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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Nosson -Interested User- Posts: 4 Joined: Nov 9, 2021 |
Posted: Nov 9, 2021 01:57 PM
Msg. 3 of 3
Thank you for a reply, super helpful. Talking about "data must be received and consumed on the same machine" clause. Does it apply to the physical machines or to virtual machines as well? If I run iqfeed on the Windows VM, running on linux, and connect to its socket from the host machine, does it still violate the agreement?
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