Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"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
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. 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
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: mathpaquette
About Contact
Joined: May 18, 2018 06:34 AM
Last Post: Oct 4, 2018 09:52 AM
Last Visit: Oct 6, 2018 01:34 PM
Website: https://github.com/mathpaquette
Location: Canada
Occupation: Developer
Interests: Stock Market
Email: mathieu@inovitex.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
mathpaquette has contributed to 12 posts out of 18832 total posts (0.06%) in 188 days (0.06 posts per day).

20 Most recent posts:

I added more examples including one with Expired Options:
https://github.com/mathpaquette/IQFeed.CSharpApiClient/tree/master/src/IQFeed.CSharpApiClient.Examples

Thank you,
Mathieu


Thank you so much Tim.
BTW guys, in the newest version 1.4.2 of IQFeed.CSharpApiClient, I've added a very simple way to retrieve those expired options and market symbols.

Code sample:
var lookupClient = LookupClientFactory.CreateNew();
var expiredOptions = lookupClient.Symbol.GetAllExpiredOptions()
.Where(x => x.EquityOption.Expiration >= DateTime.Now.AddMonths(-6)).ToList();

var marketSymbols = lookupClient.Symbol.GetAllMarketSymbols().ToList();

This will take some time the first time but the code will reuse the cached file and check for new update every time.

Hope this helps.
Mathieu


Excellent news Tim, I'm in the process of adding support for this file in the IQFeed.CSharpiApiClient wrapper. Will be very easy to use. Ill post back on this thread once available.

Mathieu


Thank you Tim,
I think we should keep the file option.. For me this is a more convenient way to retrieve expired options. Can you expose to us the long term goal get them at the end?

Thank you.
Mathieu


Guys, dont hesitate to open an issue on GitHub rather than posting on this site.... I think its more related to the project itself.

Will always happy to help you out with that.
Mathieu


Hi T,

Well, if you wish to see the result as a data table, I suggest you to use the Raw facade, i.e. lookupClient.Historical.Raw.ReqHistoryTickDatapointsAsync method and then open up the return filename in Excel as a CSV file.

The reason you it in that format its because I didnt override the ToString in the TickMessage class.

Please dont forget to star the project on github and you can also ask question over there!

Thank you,
Mathieu

Trading Tips, Tricks and Ideas » S#.Data (Hydra) - market-data downloader Jul 10, 2018 06:17 AM (Total replies: 2)

Very nice, thank you!

IQFeed Developer Support » C# sample program for Leve1Socket May 22, 2018 08:06 PM (Total replies: 5)

Split.string is the way to go:

https://codereview.stackexchange.com/questions/194716/c-substring-vs-split-performance-test/194974#194974

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 07:14 AM (Total replies: 5)

Well, I'm still skeptical about the real performance benefit of not using .Split. I'll do some performance tests to conclude on this.


Hello Tim,

Any updates regarding this request?

Thank you,
Mathieu

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 06:43 AM (Total replies: 5)

Hello Lav2018,

Please have a look to my open source C# IQFeed client.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


Hello everyone,

I've developed and released to the open source community with the aim to be the more efficient, a C# IQFeed socket client. Have a look at the project. I'll develop all the features needed to support all the IQFeed functionalities.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


Time: Wed November 21, 2018 12:47 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003