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Joined: Mar 15, 2017 07:47 AM
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vmitec has contributed to 3 posts out of 18307 total posts (0.02%) in 308 days (0.01 posts per day).

20 Most recent posts:

Good morning.
I am trading through IB but would like to use IQFeed as a data feed.
Is there a way to convert symbol names between IB and IQFeed?
I would like to automate this conversion because I have 500+ symbols...

Thanks
Edited by vmitec on Mar 21, 2017 at 02:42 AM

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 21, 2017 02:17 AM (Total replies: 5)

Thanks Tim for your reply. I will try to see what I can do with the data available through the API first and come back to you if I need additional data.

Vincent

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 15, 2017 08:06 AM (Total replies: 5)

I am just getting started with IQFeed. In order to backtest some strategies, I need to retrieve 1-minute OHLC bars over extended periods of time (years)
So far, I only managed to get 1-minute OHLC bars for trades, but not quotes (bid and ask).
Is there a way to retrieve 1-minute OHLC bars for quotes?

Quotes are interesting too because they provide knowledge of the time-varying bid/ask spread and allow to simulate more accurately fills during backtesting.
I am familiar with Interactive Broker historical data. With Interactive Brokers, I can request OHLC bars for either the bid, the ask, the midpoint or for trades. Is there anything similar with IQFeed?

Thanks.


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