Quote: Does iqfeed listen on all IP addresses or only on the localhost
You would have to make the socket connection to 127.0.0.1. This address is not customizable.
Quote: My trading systems runs on Linux. I don't want to use wine. Can I run iqfeed on a separate machine (under Windows) and connect to its sockets over the LAN?
The IQFeed license agreement has a clause that "data must be received and consumed on the same machine." Make sure your setup wouldn't violate that.
On a side note, we recommend the use of the third-party product Crossover (by Codeweavers) for using IQFeed in a Linux/Mac machines. A free trial is available from codeweavers.com, and we will subsidize the cost of this software if it meets your needs.
Quote: In case something bad happens (iqfeed crashes, network disconnects), is it possible to recover the tick-by-tick stream using historical data during the trading hours?
Yes, you can request tick history at any time. And you can request it for any window of time you wish. (Caveat: during trading hours you can only request tick history from the last 8 days.)
Also, IQFeed has a "queueing" mechanism which helps protect you from losing data in situations like you describe.
Quote: Does iqfeed provide some unique tick identifier?
Yes, there is a field called TickID. These IDs aren't exactly unique, because some exchanges send ticks in "bundles" which will have the same TickID. But the TickID, combined with the timestamp, should be adequate for determining whether or not a tick is a duplicate or one you already have.
I hope this information helps! Let me know if you have any other questions.
DTN IQFeed Implementation Support Specialist