Are there any available connectivity tools between IQFeed and Matlab?
Edited by adrianjm on Feb 13, 2012 at 07:55 AM

There are't currently any supported tools to connect IQFeed data into Matlab. However, a solution is being looked at and we hope to have something available in the not-so-distant future. Be sure to follow us on Twitter (@DTN_IQFeed) and we will announce with something is ready.

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Jay Froscheiser
Telvent DTN

Yes, please work on this! I haven't been able to find a suitable solution and am doing most of my work in a brute force way. I do a bunch of co-integration and regression work with the econometric toolbox for pairs trading. It would be nice to be able to get IQ feed tick data into the system and easily shift between time frames.

Both Matlab and IQFeed recognize the demand for a solution and we appreciate the additional request. As mentioned a couple weeks ago, this is being actively worked on and we hope to be able to announce something soon. I will update this thread as well as post on twitter with updates.

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Jay Froscheiser
Telvent DTN

This very intresting function, all 3-d software for IQFeed not have good stock scanners ( screeners )

Matlab have ESignal datafeed

This not difficult for your programmer's and very good for IQFeed Subscriber's

I want RT and History in Matlab from IQFeed

Wow!
waiting with bated breath

any eta on this?

There is no ETA available yet, but its coming... As MatLab users likely know, they have releases approximately every quarter.

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Jay Froscheiser
Telvent DTN

MATLAB does have the commands actxserver, actxcontrol, and registerevent to connect to the COM and ActiveX objects in the developer API. It needs to be called outside a function so it can persist for streaming events.
Edited by willpost on May 7, 2012 at 02:56 AM

willpost, do u have any code for this? I can't wait anymor. I contacted my account manager at mathworks plus IQfeeds and they keep saying with new release. I'm getting impatient. there are matlab codes around for free (like socket listeners.m files) but they are for IB API

This was announced on our twitter feed a few days ago.

MATLAB has released R2012b which includes support for IQFeed in the Datafeed Toolbox.

http://www.mathworks.com/help/datafeed/iqfeed.html

For anyone using MATLAB, an alternative Matlab connector to IQFeed is available: IQML.

IQML supports IQFeed's entire API, is optimized for run-time performance (speed) and reliability, and comes with extensive documentation. IQML works with the core Matlab; no toolbox is required. It works on all Matlab releases since R2008a, on both Windows and Mac, using IQFeed 5.0 or newer. IQML is actively maintained and supported; feedbacks welcome.

Main features include:

• support for both blocking or non-blocking (streaming) data queries
• current market data (quotes and trades) in snapshot (blocking) or streaming modes
• live (realtime) top-of-book and Level2 market-depth data (snapshot or streaming)
• historical and intraday market data (individual ticks or interval bars)
• fundamental info on assets
• option chains and futures chains lookup
• news headlines, story-counts and complete news stories, with user-specified filters
• user-defined Matlab callback functions for IQFeed messages
• user-defined alerts on streaming market events (news/quotes/interval-bar/regional triggers)

IQML was developed independently as a commercial 3rd-party product; it is not affiliated with MathWorks or DTN.

As a late-comer competing with an existing product, IQML offers advantages in functionality, performance, reliability, documentation, support, and cost-effectiveness. Give it a try and check for yourself.

http://IQML.net
https://UndocumentedMatlab.com/IQML

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- Yair
IQML - IQFeed-Matlab connector
https://UndocumentedMatlab.com/IQML