_Can anyone give me an example in vb.net to do a request of the bid or bidsize or ask or asksize using the API ?
I really need this .

For example, imagine that I want to grab the values in real time for AAPL , I would ile to display the data like this;

Bidsize Bid Ask Asksize LastSize LastPrice Volume High Low.

I would like to show this to my developer to see if he can do this .

Thanks
Regards
Pete

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Pete

Hello Pete, We do provide vb.net (2005) example applications (including full source code) for retrieving data from IQFeed via Sockets and/or COM Interoperability along with the developer API package.

If your developer is familiar with .NET sockets communications or with .NET COM interoperability, he should not have a problem using IQFeed.

Hello,

But do I need to buy the license for one year ? the one that costs $300 or could you post the vb.net source code here in the forum?

I just want to see if he can manage the code, once he gives me the OK I will then subscribe the API. I am already a client of Iqfeed.

Thanks
Pete

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Pete

Pete, yes, the developer API subscription is $300/yr which includes full documentation, example apps (with source code), dev tools for data verification, and support directly from the developers of the IQFeed client application so if your developer has problems with the feed, we will help him figure out what is causing it.

The example apps are only made available in the private developer section of the website.

As I mentioned before, the feed is very straight forward in terms of requesting and retrieving data. We provide a TCP sockets interface as well as a COM interface for requesting data. If your developer is familiar with Sockets and/or COM in VB.NET, he/she shouldn't have any problems understanding the examples and howto use the feed. Additionally, we are available to answer questions should they arise.

Pete,

I would suggest you have your developer look at the Quick Start Guide at www.iqfeed.net/dev as well. This will give him enough information to determine if he will be able to implement IQFeed. If he is familiar with Sockets programming (sending and receiving data on sockets) he should be fine...

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Jay Froscheiser
DTN - Trading Markets

Ok, I will subscribe the API just to see the examples.
You assure that getting data via the API is faster than the DDE of Iqfeed?

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Pete

One detail.
The application in vb.net is done to work with Interactive Brokers data feed.
So, what I want to know is if it´s to difficult to migrate it all to Iqfeed.
Are there many changes to do in this case?
I am just insisting in the API due to the trade rate that it might provide me.
Right now using my Excel application I just get 8 updates per second in the spreadsheet which is very poor in a market that has instruments with trade rates of 100 trades per second. I hope that with the API COM I get at least a considerable trade rate of 40 updates per second to each instrument.
For instance, to have an idea of the ridiculous trade rate of Interactive Brokers, they just provide a trade rate of 4 updates per second. If I want to calculate real order flow, what use can I get with a data feed that updates 4 times per second (in snapshot,not real tick)maximum when a instrument like S&P has a trade rate of 100 straight trades per second or more?
IQfeed DDE using Excel gives me 8-9 updates per second which is poor too.

I hope using Iqfeed API would improve this issue.

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Pete

Pete501.

With IQFeed, you may end up 'drinking from the firehose'.

With some of the high order flow instruments, I'm pretty sure DDE will be overloaded from the amount of traffic IQFeed will present, all trades, all quote changes. Using the COM interface with VB in a spreadsheet will probably alleviate that. But one caveat, ... a spread sheet interface with high order flow may choke as well, just due to the processing overhead of the spreadsheet interface.

It will be interesting to hear about the results.

Pete, IQFeed delivers every update received from the exchange to your app (assuming your app/connection can keep up). If something updates 40 times per second, you should be receiving 40 updates per second.

As stargrazer pointed out, this can end up being a very large volume of data and it is certainly possible that the DDE interface wouldn't be able to keep up depending upon the actual volume of data you are requesting.

Unfortunately, I am not familiar with the intricacies of IB's datafeed so I am unable to make any suggestions based upon how easy it is to convert from one feed to the other, however, I know that several of our other 3rd party developers use both datafeeds in thier apps so if you run into any specific issues, you can probably get another perspective here on the forums.

Pete, IQFeed delivers every update received from the exchange to your app

FOR the data that IQ provides, which does not include regional quotes only BBO.

- Jeff

Edited by JDonovan on May 21, 2008 at 08:05 PM

Jeff, it is certainly possible to receive regional quotes from IQFeed, they are simply not turned on by default because most users do not need them and they are very bandwidth intensive.

This is why I need reliable data. And fast .
This is an example of an order flow chart, the speed is not enough for excel because I only get 8-9 updates per second. I hope that in a compile app the speed would be higher using the API .
The blue line is the S&P , the black line is the indicator

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Pete

This is the same chart but in a 15 second time frame order flow

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Pete

I'm using IB's API for submitting orders and IQFeed's API for data. I do use IB's API for data for out of hours testing. I use IB and IQFeed in a C++ environment. For IB, they have a C++ header file. For IQFeed, I use the TCP interface and decode the ASCII data streams directly.

For your purposes, Both IB and IQFeed do have COM interfaces for use with VB.

Each interface is different, and as such, things are done a bit differently. Things like symbol requests in IQFeed are different from IB. The data callbacks on trade/quote updates are different.

If you compile an application for use with an IQFeed stream, you should have no problems handling updates. If you get in to many symbols or have complicated calculations, then programming correctly and efficiently becomes more important.

As a note, IB does filter traffic at the server end and only provide the three or four updates per second that you are seeing. As IB is predominately a Java based visual trading application, faster data rates aren't needed. As IQFeed is designed for program trading, you get all the quotes/trades as they happen, which is substantially more traffic than what passes through IB.

.Jeff, it is certainly possible to receive regional quotes from IQFeed, they are simply not turned on by default because most users do not need them and they are very bandwidth intensive.

How can I have the regional quotes turned on?
I would like to have them too if I have that right.

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Pete

Pete, I am not finding an IQFeed account based upon your forum information. If you can you send me a Private message via the forums with some information to find your account (any of phone/email/name/address/etc), I can get you more information. Additionally, assuming that you do have an API account, you can find how to turn on regional quotes in the section titled: "Regional Data via TCP/IP".