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IQFeed Developer Wish List » Add time released snapshot data in addition to realtime watches Jul 28, 2010 12:43 PM (Total replies: 7)

I also need a real-time panoramic snapshot to do market-wide scan, ideally right before market close (to place market buy at close order for those chosen stocks). Just wondering whether such method is available. The standard 500 symbol stream data is also needed for monitoring my holdings, but I definitely need the snapshot for scanning the market. What I need in the snapshot is simply symbol, open, high, low, close, and volume. For 6000 symbols, the size of the data is less than 200K based on my estimation. Shouldn't be a problem on network bandwidth.

Thanks.

-D


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