
indextrader
-Interested User-
Posts: 12
Joined: Feb 2, 2007
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Posted: Feb 2, 2007 03:26 AM

Msg. 1 of 8
I'm not sure if this is the proper forum but I'm looking for ways to input data into excel other than the simple "last" quotes in the sample dtn excel sheet. More specifically, I need a way to format data like the following... http://indextradersmarketideas.blogspot.com/Doesn't look like this forum allows file attchements and that's the only way I know of to show what I'm looking for. Do I need some "custom" work done? API? Are there developers out there that can do these things economically? Thank you! Edited by indextrader on Feb 2, 2007 at 03:34 AM
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Feb 2, 2007 08:46 AM

Msg. 2 of 8
The DDE for IQFeed was not originally designed for historical data. However, I know that a few people have written VBA within excel to agregate the data similar to what you are looking for. We have an example of this available here: ftp://www.dtniq.com/iq/Sample%20IQFeed%20DDE%20with%20T&S.xls
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Feb 2, 2007 09:23 AM

Msg. 3 of 8
There are 2 options from DTN to do this. 1) is with our ProphetX Active Trader product and its "Tabular Display" - http://www.dtniq.com/flash/pxdemo/tabulardisplay.jpg. as you can see in the image, you can also put multiple symbols in the display. You can then Set this display up as a DDE link from the Product. With ProphetX, you are getting a full analytics package, great news display, free form functions in charts/quote sheets, and DDE. The pricing is $75 per month with annual subscription. 2) Take a look at QuoteIN on our compatible software page at www.dtniq.com. QuoteIN is a 3rd party software that works on IQFeed and expands the DDE linking capability to include hisorical data as well. Jay Froscheiser DTN - Trading Markets
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indextrader
-Interested User-
Posts: 12
Joined: Feb 2, 2007
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Posted: Feb 5, 2007 02:12 AM

Msg. 4 of 8
Ok, so if I understand both you and Steve are saying that while the DDE quotes you currently offer for Excel are not able to fetch historical data, the data *is* available thru your API if one is competent at programming for it?
In other words, if I wanted historical minute data for 300 stocks for say, 20 days, *on demand* at the beginning of the day, the data is available?
Or would I first have to collect data for ALL stocks for a period of time, store it on my hard drive and *then* access it?
I'm trying to figure out what I CAN and can't do with your data feeds in order to hire the right programmer to obtain the data.
Jay, while ProphetX appears to be a very good program, I need to stick with a data feed for the versatility in programming for "X" factors.
Thanks very much guys. I'd really appreciate a response. Edited by indextrader on Feb 5, 2007 at 02:13 AM Edited by indextrader on Feb 5, 2007 at 02:14 AM
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Feb 5, 2007 09:55 AM

Msg. 5 of 8
Yes, in terms of historical data that is available through the API, we keep:
8 days of tick by tick data (no pre/post market ticks currently) 120 days of minute history (available in any increment of minutes) Daily, weekly, monthly data has no defined limit. (for example, MSFT goes back 10+ years)
Any of this data is available at anytime throughout the day.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Feb 5, 2007 05:04 PM

Msg. 6 of 8
Also, in case you missed it on my post, you don't need to hire a programmer to write something for you to pull historical data into Excel with IQFeed. You can use QuoteIN or XQL (both 3rd party software that supports IQFeed) to pull in IQFeed historical data into Excel. This will give you the streaming data and history, and they also use RTD instead of DDE which is MUCH more efficient.
Jay Froscheiser DTN - Trading Markets
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indextrader
-Interested User-
Posts: 12
Joined: Feb 2, 2007
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Posted: Feb 8, 2007 09:48 AM

Msg. 7 of 8
Jay, thanks for your help on this. Regarding RTD, how do customers like myself currently using your datafeed change over from DDE to RTD? I've also heard of it's better efficiency and have been waiting for some "initiative" on this. Most data vendors it seems mention it, yet do not have a detailed way for customers to use it. What should people who want quotes via RTD do then?
Thanks again!
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Feb 8, 2007 10:31 AM

Msg. 8 of 8
To be honest, I don't have much experience with RTD (using XLQ or QuoteIN). I have talked to a fair number of customers using them however, and I haven't heard of any heartache in using RTD. Thus, I would guess it is a minor change in the formulas. I would suggest looking at the documentation on XLQ and QuoteIN's website as I am sure it will explain how to get RTD working using IQFeed. My guess is it is as easy as DDE since RTD is now natively supported in Excel.
Jay Froscheiser DTN - Trading Markets
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