DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen

"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam

"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate

"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps

"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.

"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum

"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike

"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei

from main import start
from datetime import datetime

print('starting cboe index at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cboe_index'
TEMP_FILE = 'c:\\temp\\cboe_index.csv'
COMPRESSED_FILE = "cboe_index.7z"
SECURITY_TYPE = 6 # CBOE
MARKET = 13 # index
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cbot futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cbot_futures'
TEMP_FILE = 'c:\\temp\\cbot_futures.csv'
COMPRESSED_FILE = "cbot_futures.7z"
SECURITY_TYPE = 8 # futures
MARKET = 30 # CBOT
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_futures'
TEMP_FILE = 'c:\\temp\\cme_futures.csv'
COMPRESSED_FILE = "cme_futures.7z"
SECURITY_TYPE = 8 # futures
MARKET = 34 # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme options at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_options'
TEMP_FILE = 'c:\\temp\\cme_options.csv'
COMPRESSED_FILE = "cme_options.7z"
SECURITY_TYPE = 9 # options
MARKET = 34 # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nasdaq at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nasdaq'
TEMP_FILE = 'c:\\temp\\nasdaq.csv'
COMPRESSED_FILE = "nasdaq.7z"
SECURITY_TYPE = 1 # equities
MARKET = 5 # NASDAQ
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nyse at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nyse'
TEMP_FILE = 'c:\\temp\\nyse.csv'
COMPRESSED_FILE = "nyse.7z"
SECURITY_TYPE = 1 # stock
MARKET = 7 # NYSE
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting opra at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\opra'
TEMP_FILE = 'c:\\temp\\opra.csv'
COMPRESSED_FILE = "opra.7z"
SECURITY_TYPE = 2 # equity options
MARKET = 14 # OPRA
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

import shutil
import socket
from datetime import datetime
from pathlib import Path
import subprocess
from os import makedirs

ZIP_EXE = 'c:\\util\\7z\\7z.exe'
HOST = '127.0.0.1'
PORT = 9100

def getDirectory(data_path):
today = datetime.today().strftime('%Y-%m-%d')
todaysPath = data_path + '\\' + today
Path(todaysPath).mkdir(parents=True, exist_ok=True)
return todaysPath

def get7zFilename():
now = datetime.now()
print("now =", now)
today = datetime.today().strftime('%Y-%m-%d')
dt_string = today + "_" + now.strftime("%H%M")
print("date and time =", dt_string)
filename = dt_string + ".7z";
print("filename = "+filename);
return filename

def start(data_path, temp_file, compressed_file, security_type, market):
print('start sec type ' + str(security_type) + ' market ' + str(market))
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
s.connect((HOST, PORT))
s.sendall(b'S,SET PROTOCOL,6.2\n')
s.sendall(bytes('5MS,' + str(security_type) + "," + str(market) + '\n', 'ascii'))
f = s.makefile()
line = f.readline()
# for line in f.readline():
print("line="+repr(line))
line = ''
outfile = open(temp_file, "w");
while not line.startswith('!ENDMSG!'):
line = f.readline()
outfile.write(line)
#print("line=" + repr(line))
outfile.close()
f.close()
dir = getDirectory(data_path)
fn = dir + "\\" + get7zFilename()
subprocess.call([ZIP_EXE, 'a', fn, temp_file])
# shutil.copy2(fn, dir + "\\" + compressed_file)
print("done")
# print('Received', repr(data))