dwales77
-Interested User-
Posts: 3
Joined: Feb 18, 2010
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Posted: Feb 18, 2010 04:47 PM
Msg. 1 of 6
I am new tot his forum but please let me know if this topic does not fit here.
Is there any developer who can help me with the IQFeed. I am looking ONLY for "Time and Sales" real time data for US Futures Markets(Around 35 markets). This feed should be configured to a MYSQL data base with some custom filters.
Eaxmple: Time and Sales data Columns 'Time','Price','Size','Type' 2:38, 600.9, 110, Bid 2:37, 600.8, 150, Ask
Please let me know if anybody can help me with or point to a resource.
Thanks
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veritas07
-Interested User-
Posts: 4
Joined: Apr 14, 2010
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Posted: Apr 14, 2010 09:26 AM
Msg. 2 of 6
I have the same question. How is this done?
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DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005
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Posted: Apr 14, 2010 09:42 AM
Msg. 3 of 6
My apologies to dwalles77 for not responding to this post before. Not sure how I missed it initially.
IQFeed provides historical and realtime streaming data via the IQFeed Developer API (paid service) that can be used to create a Time and Sales display but we only provide the data and documentation/examples for howto get the data from the feed. We don't provide any database examples of what to do with the data once you have it (so no database examples).
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veritas07
-Interested User-
Posts: 4
Joined: Apr 14, 2010
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Posted: Apr 14, 2010 09:49 AM
Msg. 4 of 6
If I am using streaming data, can I get data that closely resembles the historical tick data in realtime?
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DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005
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Posted: Apr 14, 2010 10:03 AM
Msg. 5 of 6
I'm not exactly sure what you are asking. Can you give me an example of what you mean so I can make sure I am giving you correct information?
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veritas07
-Interested User-
Posts: 4
Joined: Apr 14, 2010
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Posted: Apr 16, 2010 08:34 AM
Msg. 6 of 6
Thanks for the help. I had an error in my code which made it look like I was missing trades.
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