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)




"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
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"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
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"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
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - 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
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: ChainsawDR
About Contact
Joined: Jan 4, 2019 08:08 PM
Last Post: Jan 7, 2019 03:18 AM
Last Visit: Jan 7, 2019 03:18 AM
Website: NA
Location: Seattle
Occupation: Product Manager
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
ChainsawDR has contributed to 2 posts out of 19134 total posts (0.01%) in 173 days (0.01 posts per day).

20 Most recent posts:

Thank you altmany, that’s very helpful! I’ll post a separate question for #3.

Thanks again


Hi,
I'm hoping to please ask for some advice from the forum members who are more experienced than me regarding some novice/basic system design questions (as I'm new to building an algorithmic trading system from scratch). I’ve 3 questions (#1-#2 are relevant together, #3 I could post as its own thread if preferred but didn’t want to clog up the forum with lots of novice questions so grouping in one thread).

Context: The end result I'm working towards is a live trading system that uses minute bars to make trading decisions (in future I may go down to N second bars). I've signed up for DTN IQFeed and have consumed historical minute data for my tickers (using request: "HIT,%s,60,20180601 075000,,,093000,160000,1\n" % sym) so I think I’m now in good shape with the 'backfill' piece of work and currently building a backtester.

Q1: I'm now struggling with the design aspect of keeping the minute data updated (every minute) and being able to use it for future paper & live trading. As I understand it, the most common option is to consume live tick data and compile minute bars from this, every minute. Are there any other options people recommend? For example, I wasn't sure if it'd be possible to consume 'historical' minute data, every minute (using the same HIT request format). If so, do you know how frequently the historical data is updated? For example, if I make a request for 11.03am-11.04am data at 11.04am+1sec, would the data be available then? I’ll never be running a HFT system where millisecond data is needed for decision making.

Q2: I can’t discern from the documentation if it’s possible to request and retrieve historical level 2 data, does anyone know if this is possible and what command to use? If it’s not available, then I suppose that dictates needing to consume and compile tick level data? (signed up for Nasdaq level 2 data)

Q3: I’ve read a lot of forum threads regarding how Linux isn’t properly supported and requires wine to launch. I’ve got it working in quite a manual way currently so hoping if I outline my approach, others might be able to point me in the right direction for an automated alternative so that I can cron job turning iqfeed on and off... I’ve setup an AWS EC2 instance with Ubuntu 18.04 LTS, installed vncserver and an Ubuntu desktop GUI that I access via tightvnc, installed wine and iqfeed via the GUI. To launch my iqfeed python file I start vncserver via an ssh terminal, then connect to the GUI via tightvnc, navigate to the wine DTN folder and manually launch iqconnect and iqlinklauncher, clicking ‘startiqlink’ and ‘connect’ on each pop up. Finally, from the ssh terminal I launch the python file. I’ve tried a whole bunch of different methods for launching iqconnect and iqlinklauncher from the terminal in headless mode but each has their own errors - I can state each option attempted and errors faced, but if anyone is able to share the terminal commands they use to launch without a GUI then I can try to recreate and debug via the error prompts (knowing that it’s a solvable problem).

Thanks in advance for any help you can provide
Edited by ChainsawDR on Jan 4, 2019 at 08:57 PM


Time: Tue June 25, 2019 12:32 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003