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zane has contributed to 18 posts out of 21191 total posts
(0.08%) in 2,810 days (0.01 posts per day).
20 Most recent posts:
I have a very extensive example of reading data from the feed using c#:
https://github.com/zanethomas/IqCommander
Updated, in addition to writing to postgres now can write csv files as well.
Hi Tim,
That makes sense, in general, but I wonder if there are any brokers who provide a feed of actual trades.
Zane
Jay,
Thanks for the clarification. Is there any way to capture actual forex trades?
Zane
what does last mean?
It appears to me, from some limited exploration, that the high and low values in historical seconds correspond to the max(last) and min(last) values from the preceding second's ticks.
Is that correct? If not what is the relationship?
Tia,
Zane
I've been working on a little tool so I can pull historical data and put it into a postgres database.
https://github.com/zanethomas/IqCommander
It can run as a REPL or execute a series of commands from a text file. Although I am using it for postgres it is, hopefully, very easy to add custom consumers of the iqfeed data as it streams from the server.
Thanks Tim,
BTW, I see volume numbers in the HIT data. Are they meaningful and if so what is the meaning?
Zane
PS. IqFeed is awesome, thanks to all!
Ah, I wasn't aware of that time limit, for some reason I thought per/second data was available for the past half-year.
Thanks!
returns data: HIT,AUDJPY.FXCM,3600,20161005 155500,20161006 155700,,,,1
does not return data: HIT,AUDJPY.FXCM,1,20161005 155500,20161006 155700,,,,1
why?
Tim,
Thanks.
The docs really could use some work. :)
Zane
Tim,
I think we're getting to the crux of the problem.
I believe the docs indicate that the protocol should be set on the admin port (9300). When, instead, I use 5009 things seem to be working differently, in a good way (iow I now see the expected resolution).
Is that all there is to it?
Zane
Hi Tim,
I believe I'm correctly selecting the current protocol, the server is returning:
S,CURRENT PROTOCOL,5.2,
Zane
Tim,
Sorry, I should have given a bit more information.
I'm using the FXCM forex feed. The IQFeed Watch Quote application displays time having millisecond precision, which I assume is coming from the feed and not being fabricated by the application.
Zane
why? ;)
I just retried, after having been out for a few hours, and ... it works now. Don't know what changed but I'm happy again.
I go to login, enter my username and password (which are accepted) but then I cannot access developer docs.
Support informs me that I should contact developer support, on Monday, I'm not happy.
I have installed https://github.com/bratchenko/docker-iqfeed on an ubuntu server and running the image does result in a connect using my program id. However I am unable to get any response out of 5009 or 9100. Those ports are, according to the documentation, forwarded to 5010 and 9101 respectively. However neither of those ports are accepting connections.
Any help with this? Alternative ways to get the feed running on ubuntu?
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