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"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
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"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
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"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
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"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
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Joined: Jun 16, 2020 06:30 PM
Last Post: Jun 17, 2020 09:40 AM
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dd has contributed to 3 posts out of 21185 total posts (0.01%) in 1,412 days (0.00 posts per day).

20 Most recent posts:
IQFeed API Questions » Questions about api Jun 17, 2020 09:40 AM (Total replies: 5)

Hi,

If keeping 10-15 connections(or what appears most optimal for throughput) and requesting new histrorical data right after previous response is received.
Would it be fine or still need to space out like you mention?
If too many data requests are sent what will happen?

The HIT command you mentioned,
Is it possible for both bid and ask?

What download speeds have been achieved by clients that are after historical data if utilizing multithreaded client and no client sided bottlenecks?

If downloading for example 5-10% of IQFeeds database,tick data of low spread stocks (probably most active and dense with data).
Approximately how much data would it generate for storage or in networking packets?
I understand space is heavily dependant on data format but estimate is good enough.

To avoid reinventing the wheel, Are there historical data downloading client programs already avalible that are optimized for speed and generate readable format files to download IQFeeds tick data for list of instruments?
Edited by dd on Jun 17, 2020 at 09:44 AM

IQFeed Developer Wish List » Binary Protocol Jun 16, 2020 07:42 PM (Total replies: 12)

How many characters of ascii are actually used in the data?

IQFeed API Questions » Questions about api Jun 16, 2020 07:00 PM (Total replies: 5)

Hello,

I am new to the IQFeed ,my goal is to download historical tick data in order to construct 1-30 second hi-lo bid-ask bars for all avalible low spread stocks.

I would be interested in 3 elements per tick, {timing(in ms since epoch) , bid , ask} , and if possible also downloading only those without additional data.

From what i have understood from the customer support is that tick data goes back 180 days and is avalible for all instruments.

Would reconstructing hi-lo bars from this data be accurate for example to timeframe of 5 seconds?

Where can the api documentation be found for setting up historical tick data connections?

Are there some sort of limitations to limit historical data download speed?
Concurrent socket connections limitations per api key?
Limits on requests per some timeframe?
Edited by dd on Jun 16, 2020 at 07:17 PM


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