DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat

"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

"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed

"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum

"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

"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

"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.

2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,0,
2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,0,
2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,0,
2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,0,
2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,0,
!ENDMSG!,

2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,495,
2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,415,
2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,369,
2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,215,
2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,2332,
!ENDMSG!,

/**
* Connects to the historical quote feed at port 9100.
*
* @param s Reference to a SOCKET instance used to
* maintain the socket connection.
*
* @returns True if socket connected, False otherwise
*/
bool ConnectToHistorical(SOCKET& s)
{
sockaddr_in addr;
bool bConnected = false;

// set the address to localhost:9100
addr.sin_family = AF_INET;
addr.sin_port = htons(9100);
addr.sin_addr.S_un.S_addr = inet_addr("127.0.0.1");
memset(&addr.sin_zero, 0, sizeof(addr.sin_zero));

// connect to the server
if (connect(s,(struct sockaddr*)&addr,sizeof(addr))==0)
{
bConnected = true;
}

return bConnected;
}

/**
* Opens a new socket for each history request and doesn't read all of the data
* before closing the socket. This tends to leave sockets open in the
* iqconnect.exe application which shows up as an excessive number of threads
* in the Windows task manager.
*/
void ThreadLeakTest()
{
const size_t uTEMP_SIZE = 1024*16;
SOCKET sHistoricalSocket;
char achTemp[uTEMP_SIZE];

// Create a socket and attach to the historical data feed
sHistoricalSocket = socket(AF_INET,SOCK_STREAM,0);

if (sHistoricalSocket != INVALID_SOCKET)
{
if ( !ConnectToHistorical(sHistoricalSocket) )
{
cerr << "Unable to connect to historical socket" << endl;
return;
}

// Request data over the historical port
strncpy(achTemp,"HD,MSFT,10;",uTEMP_SIZE);
send(sHistoricalSocket, achTemp, strlen(achTemp), 0);

// As of this morning at 2006-04-10 08:28, there will be 652 bytes
// in the response message.

// Wait 1 second for data to come in
Sleep(1000);

// Retrieve up to 100 bytes of the 652-byte response
(void)recv(sHistoricalSocket,achTemp,100,0);

// Close the history socket
closesocket(sHistoricalSocket);
}
}

TX> HD,MSFT,10,[Request-Sequence];
RX> !BEGIN_MSG! Request Sequence<CR><LF>
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
. . .
RX> Time Stamp, High, Low, Open, Close, Volume, OpenInterest<CR><LF>
<CR><LF>!ENDMSG!<CR><LF>