It would be very helpful if we could set the protocol version via a registry setting, so we don't have to use the SET PROTOCOL command on each new connection.

Any chance we can get this in 6.1?

This isn't something we can do immediately because it would potentially break other software that uses IQFeed on the same machine.

One of the primary features of IQFeed is that you are able to run multiple 3rd party trading apps side by side without them interfering with each other. This is largely only possible due to the per-connection based settings.

With that said, this is a fairly common request, especially from non-commercial software developers (who are frequently not using multiple apps). Unfortunately there won't be any features like this in 6.1 but we do have some ideas to make setting feed configuration easier in future versions.