Are there any future plans to support Linux API for the datafeed?

Thanks.

Not at this time or in the forseeable future. We do provide users with a Linux compatible datafeed via satellite. It is a full broadcast of data (no symbol limits) and requires a satellite dish and DTN receiver (which we furnish).

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Jay Froscheiser
DTN Market Access, LLC.

I was just wondering why there are no plans to support Linux API. Is there no sufficient demand for it?

Thanks.

For the IQAPI, correct. Most people using it are on a windows platform. People wanting a Linux solution usually are writing a server, and thus need a re-distribution feed. We have this available via satellite today (which supports Linux), so there really isn't a reason to duplicate it on the client feeds as well.

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Jay Froscheiser
DTN Market Access, LLC.

A bit of a chicken-and-egg problem there, since it isn't available on other platforms.

Personally, I'd prefer it if a Linux-based client were available. And I don't think it would be difficult for you to provide, if all you do is offer support for the socket interfaces. Such a thing would also port trivially to MacOS X.

If you don't have the staff to support such a project, or you have evidence that convinces you that the ROI isn't large enough, then it's OK to say so. Those are perfectly valid reasons. (Despite my advocacy here, even I'm not sure the business case is strong enough to justify the product. I don't know anything about your cost structure.)

Allen

It is definately a case of the ROI not being there. Again, the biggest reason we aren't taking the development time to create this is because of the reasons posted. The "majority"(not everybody) of the people using Linux are doing so in a server environment. In this case, users want a full datafeed for scanning, redistribution or other manipulation of the data they don't feel can be done on Windows. IQFeed is a user based feed (individual trader workstations) with symbol limits with makes it un-usable for these purposes. That coupled with the fact that we do have a solutions that works with EVERY operating system, keeps us from investing in this area. If you really prefer to use Linux, you can get our satellite SDK for $400 and the feed starts at $129/month with real time equities (unlimited symbols, full broadcast data). The satellite receiver has Ethernet and serial connectivity so you can connect to any platform out there.

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Jay Froscheiser
DTN Market Access, LLC.

Hi, Jay. Thanks for the response. Here are just some things to think about; no need to reply further if you have more pressing things to do.


The open question is how much of this is because there is no UNIX-based (Linux and MacOS X) client solution from DTN? I'd guess that much of the activity you mention may be from houses that are moving off Solaris or AIX, so might not be relevant to the retail market. Linux is attractive to cost-sensitive customers, and IQFeed appeals to a similar group, so there might be some synergy there.


This is a great option for a more upscale market. But for a basic client solution, the type intended for IQFeed, it isn't cost-effective. Rather than go with the satellite feed, you can buy a Windows machine and dedicate it to running the trading software plus IQFeed, with breakeven in less than a year. (And avoid the dish and receiver installation hassles in the bargain.) So again, I don't think we can't really say that the satellite feed is a good substitute for a UNIX-based client product, or that development activity in UNIX-based products for the satellite feed tells us anything about the potential market for a client product. The price points are just too different.

Best Regards,
Allen

Are the chances of a linux IQ client (API) any better now that the satellite feed no longer supports level II quotes? It's been the standard line that Linux developers should use the satellite feed but that is no longer an option.

Its not likely that we will have a Linux version of IQFeed anytime soon. IQFeed is for retail, end users and the number of end users running a Linux operating system doesn't justify our development. You can still get Level II quote data in a broadcast from us for use in Linux. The DTN receiver can be fed via a Savvis line. The receiver is the same as that used on Satellite, however it will be fed via a Savvis telco line.

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Jay Froscheiser
DTN - Trading Markets

Have you done a survey recently to determine the level of customer demand? I vote yes.

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Terry Laughlin

Assuming no direct connection of IQFEED to Linux in the near future:

1. Where can I find more info on the satellite style feed via telco?

2. Can I connect to Windoz box via tcp/ip from my linux box? The docs indicate not, but this would be a trivial change to allow IQFEED Linux users to get data while maintaining the Windox box as the interface (I can even make a performance argument).

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Terry Laughlin

1) Getting a direct feed via Telco/Savvis will cost around $2000 per month. If you have specific questions, you can post them here, or email prosales@dtn.com.

2) If you were given the ability to connect from another box, the exchange will consider you a redistributor. Thus, the fees would increase by hundreds or thousands of dollars per month when you include the re-distributor fees charged by DTN and the exchanges. Plus, you would have to go through audits with the exchanges to make sure you are in compliance. Thus, we restricted access to this in order to save you, and DTN the trouble.

In all of the posts (I think 3) where people have asked about Linux versions of IQFeed, I don't recall anyone actually explaining WHY they want it. I don't think there is anything you can do in Linux that can't be done in Windows. Our high end ProphetX server system is 100% windows and it is processing much more than any IQFeed client every could. I would be interested in hearing the reason for needing Linux versions.

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Jay Froscheiser
DTN - Trading Markets

[I posted a version of this note a few days ago, but it didn't show up in the forum. I checked with Natalie, and it appears I ran into a forum software bug. Anyway, here's an updated version; hopefully it'll get through.]

Jay asked why anyone would want a Linux version of IQFeed -- "I don't think there is anything you can do in Linux that can't be done in Windows." I suspect that's now mostly true for IQFeed by itself, especially since Microsoft has greatly improved stability and security and added things like consumer-market multiprocessor support. Linux previously had advantages over Windows in such areas. But there's still some room for debate.

I think the requests you're seeing are from people who are running Linux to start with, for specific applications or cost or other reasons unrelated to IQFeed. When they discover IQFeed they'd naturally like it to run in the Linux environment along with all the other things that they use there. IQFeed might not run any better under Linux than Windows, but that doesn't have much to do with the motivations for using Linux in the first place.

I've been developing and using my analysis software for more than ten years. Originally it was UNIX-based, but I ported it to Linux about six years ago when I switched all computer operations in my partnership to Linux. In order to take advantage of IQFeed I was obliged to port my code to Windows and dedicate a separate computer to run it. If a Linux-based IQFeed client had existed, it would have reduced both my up-front and ongoing maintenance costs, so I definitely would have found it attractive.

It seems to me that IQFeed's value proposition is essentially "streamed market data delivered over a conventional Internet connection at very low cost." Linux is very similar: providing operating system services (particularly networking) at very low cost. There's a potential for synergy there, especially in mobile and turnkey systems. Even in desktop systems the size of the Linux installed-base is increasing, and approaching Apple's. But someone has to solve a chicken-and-egg problem to open a market for IQFeed on Linux.

I suspect DTN could do that with comparatively little effort. Most of the Windows-specific infrastructure wouldn't need to be ported to Linux, and it seems likely to me that the core functionality isn't very OS-dependent.

I believe I understand how resource-constrained you are. If you think you might be interested in a Linux IQFeed client, I'd be willing to negotiate doing a partially or totally closed-source port for no fee. (Getting rid of the dedicated Windows machine and the need to support my software on it might be worth the investment of my time.) Long-term support is an open question, but the early-adopters in the Linux world are necessarily more self-sufficient than your typical customers in the Windows world, and you'd be able to judge the demand before committing to releasing a real product.

Allen

Just in case someone is maintaining a count of interested parties, I'd like to add that I'd be interested in a Linux port.

I started doing development with an iqfeed feed using Perl tools. Perl has very powerful parsing and analytical tools. There are some limitations to these tools when using a Windows platform. They function better when on a Linux platform.

I'm currently using Visual Studio C# to handle iqfeed processing. There are days when I pine for Linux. And with Mono, C# is available on Linux.

I, too am interested in a Linux port, particularly with the lack of Level II equities on satellite.

IMO, the value proposition of Linux is not the upfront cost, but the same as other UNIX systems: better reliability, security, flexibility, and code transparency. The code transparency contributes to more stable applications. There is a reason every exchange has a UNIX-based infrastructure, not a Windows-based one.

Java is also an option in supporting multiple platforms. As a reference, I know at least the CBOT makes heavy use of Java on UNIX for data processing.

Vote me "yes" also... I'm interested in a non-windows port of the feed, preferably Unix (my flavor is FreeBSD). As to why I need a unix-compatible feed... because my trading and account management software (all co-located server based) is all written for Unix, and I have no financial incentive to spend time porting it to Windows. In addition, adding another O/S at the data center isn't a preferred solution.

For the same reason, I'm not interested in running IQFeed into QuoteTracker so that I could extract market data that way... it would still require co-locating a windows box. I suspect that reverse-engineering the client software from scratch may take six months of time, and that's a route I'd rather not take (unless the alternatives are unreasonable).

I'd love a Unix port too.

In the meantime, you can run IQFeed under WINE without too much difficulty (it's not pretty, and not supported, but it works)

Yes, an OS independent version would be great. I am running Windows in a virtual machine for this product only. This is a waste of CPU time and Memory. Support other platforms. A socket is a socket on any machine.

Thanks
Kirk

Just like to add this would be useful here, too.

Or just publish the protocol that goes over the 'net, and let us write an API to it, if you're that worried about dev time...

Finally I started my move to linux environment, so I'd also like to have a linux version of IQFeed software.

Meanwhile, could somebody share experience in using IQFeed via wine?
I'm thinking about this solution:
IQFeed -> Some data interface in wine -> my program. However I'm not sure about the data interface part. Does anybody have some experience in this?

It's on my to-do list, but I won't be able to get to it soon, so I'd be interested in hearing other reports.

As far as data access goes, if your app is socket-based, I presume you would run IQConnect under Wine and connect to its sockets just as apps do under Windows.

For those of you not familiar with Wine, it's not a virtual-machine environment, so using it wouldn't risk incurring exchange fees for data distribution. However, I doubt the DTN folks would regard it as a supported platform.

Allen

It worked like charm :-)
I was quite surprised, because I don't have that much experience in linux, java and using sockets. But I managed to sort things out in couple of hours. And IQFeed (both versions 4.4 and 4.5) is working perfectly under Wine.

It's the last issue I had to fix before shifting to Linux, so bye-bye Windows XP :-)

As for judging demand, there's no way you can know what the demand is for sure. Many will come to your site, see that your API requires Windows and then they'll leave and you won't know they existed.

I'm only finally considering it (after searching all over for an accurate feed) because I heard the suggestion it would work in Wine.

+1, also with the new ml and deep learning fad picking up, more than a hand full of folks that I have talked to are looking for reliable data feed with linux/python and most of them are ending up on quandl and likes. I personally believe DTN has a better product, just need better access to it. my 2 cents.

It might be not so difficult to write the core IQConnect itself in a lightweight cross-platform library like SDL2, as a command line utility. Even if the the thread functions or SDL2_NET network functions aren't sufficient, their source code could at least serve as a starting point. The apps, for example IQWatchQuote and Diagnostics, could still run on Wine (at least initially).

+1 here

Happy new year!

It's 2023. It's time to build a Linux command line (no GUI) version of the IQ Feed client.

Scroll up 17 years ago to see my last post on this topic. Still here. Still wishing for it. :-)

If IQ Feed would publish the protocol I'm sure it would be fairly easy for the community to whip up a decent open source Linux client.