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)

"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: vmitec
About Contact
Joined: Mar 15, 2017 07:47 AM
Last Post: Mar 21, 2017 02:41 AM
Last Visit: Mar 21, 2017 02:42 AM
Yahoo IM:
Post Statistics
vmitec has contributed to 3 posts out of 18386 total posts (0.02%) in 370 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...

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.


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?


Time: Mon March 19, 2018 11:09 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003