I am just getting started with IQFeed. In order to backtest some strategies, I need to retrieve 1-minute OHLC bars over extended periods of time (years)
So far, I only managed to get 1-minute OHLC bars for trades, but not quotes (bid and ask).
Is there a way to retrieve 1-minute OHLC bars for quotes?

Quotes are interesting too because they provide knowledge of the time-varying bid/ask spread and allow to simulate more accurately fills during backtesting.
I am familiar with Interactive Broker historical data. With Interactive Brokers, I can request OHLC bars for either the bid, the ask, the midpoint or for trades. Is there anything similar with IQFeed?

Thanks.

Good morning,

Unfortunately, IQFeed does not store any historical bid or ask data within it's systems, but we do have other products with this type of data available for a one time purchase to supplement your usage, if you would like to talk about purchasing this kind of data just let me know and I can have someone is sales reach out to you.

Tim

Thanks Tim for your reply. I will try to see what I can do with the data available through the API first and come back to you if I need additional data.

Vincent

Tim- Is that NxCore?

NxCore is a streaming service that would have this. But, I believe sales can provide data on a one time basis aside from that. If you contact sales and ask for Jerry, I am sure he can explain the options better than I.

Tim

That's great...didn't realize this was available. Thanks Tim