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20 Most recent posts:
IQFeed Developer Support » Join history and realtime Sep 15, 2016 07:10 AM (Total replies: 1)

Hi,

how to join the history (bar request) and realtime (tick by tick)?

the only solution I found is to use the total volume.

thanks

IQFeed Developer Support » Snapshot data feed Oct 3, 2013 03:24 AM (Total replies: 1)

Hi,

I developp with DTN a personnal scanner, but I can't find a function in COM or TCP to get a snapshot for a lot of symbol as Interactive Broker.

I need ask/bid/last/volume for a lot of symbol (stock/option) and I can't use a watch/unwatch request symbol by symbol. This method is very slow !

Do you have a method to do a snapshot?

thanks

IQFeed Developer Support » Tick data : trades or quotes ? Aug 11, 2010 07:37 AM (Total replies: 6)

Thanks StarGrazer

IQFeed Developer Support » Tick data : trades or quotes ? Aug 11, 2010 05:26 AM (Total replies: 6)

Yes but options are a derivate, so the option price can move fast without trade.
If I want create and backtest strategies, how do if I receive no data ?

I search bar datas with the quotes and not with the trade.

IQFeed Developer Support » Tick data : trades or quotes ? Aug 10, 2010 11:55 AM (Total replies: 6)

The tick data use the trades and not the quotes, I can't get the price of the options if it's not traded.

If I want get the Minute-bar of the options symbol on the quotes, it's possible ?

IQFeed Developer Support » Bes method to construct OptionsChain Aug 10, 2010 07:51 AM (Total replies: 0)

Actually I construct all symbol name and I send request for each option symbol.
But this method is slow, they are another method ?

thanks

IQFeed Developer Support » Tick data : trades or quotes ? Jul 13, 2010 04:59 AM (Total replies: 6)

m_historyLookup.ReqHistoryTickTimeframe("MSFT", "20100614 113000", "20100614 113015", (uint)10000, "", "", (byte)0, "MSFT", 500);

Return the trade or the quote ?

I want the ticks quotes.

IQFeed Developer Support » Best for C# developper Jun 25, 2010 10:00 AM (Total replies: 4)

OK, I begin to develop with TCP/IP

Where is the Doc ? It's only for developer member ?

IQFeed Developer Support » Best for C# developper Jun 25, 2010 07:58 AM (Total replies: 4)

HI,

What is the best solution for a .NET (c#) developper with IqFeed : TCP/IP or COM ?

What is the most Stable ?
With new revision of IQFeed, TCP/IP protocol change or not ? And with COM ?
All TCP/IP functions are présent in COM api ?

thanks

IQFeed Developer Support » historical request Mar 2, 2010 09:38 AM (Total replies: 2)

Thank you

IQFeed Developer Support » historical request Mar 2, 2010 08:51 AM (Total replies: 2)

Hello,

I have some questions on an application history:

My code:

m_historyLookup.ReqHistoryIntervalTimeframe ( "GOOG", (uint) 600, "20100301 09:30:00", "20100301 16:00:00", (uint) 1000, "", "", (byte) 0, "GOOG" , 10);

the result:
begin
GOOG ,2010-03-01 16:10:00,533.1000,532.6400,532.9500,532.7000,2224138,75564,
GOOG ,2010-03-01 16:00:00,533.2900,531.8700,531.9500,532.6400,2129201,143750,
GOOG ,2010-03-01 15:50:00,532.5300,531.5200,532.1500,532.0900,1985451,61588,
GOOG ,2010-03-01 15:40:00,532.6400,531.5700,531.9400,532.1300,1923863,82845,
...
...
GOOG ,2010-03-01 09:50:00,529.8700,528.2540,528.7600,528.2615,193303,82341,
GOOG ,2010-03-01 09:40:00,531.0000,528.8500,529.2400,529.0015,110962,93127,
GOOG ,2010-03-01 09:30:00,530.2100,529.6100,529.9400,530.1600,4089,1400,
GOOG ,2010-03-01 09:10:00,529.6000,529.4000,529.4000,529.6000,2689,795,
GOOG,! ENDMSG!,
end

1 - in the result, time is the beginning or end of the bar?
2 - why there is a bar at 9:10 and a bar at 16:40 then I ask 9h30 and 16h00?
3 - the order of return is High, Low, Open, Close?

Thank you

IQFeed Developer Support » Options Symbology Feb 19, 2010 03:39 AM (Total replies: 2)

Thanks

IQFeed Developer Support » Options Symbology Feb 18, 2010 10:44 AM (Total replies: 2)

Hello,

From when the new syntax options will be available to the API?

MQF1017D15 -> MSFT1017D15

Thank you

IQFeed Developer Support » C# samplem with tcp/ip Jan 19, 2010 04:24 AM (Total replies: 45)

Hello,
I am registered on the flow stock / options.
What must be done to consult the documentation for developer?
there are a lot of things for C #?

Thank you

IQFeed Developer Support » [C#] error with Historical Data Request Nov 4, 2009 10:59 AM (Total replies: 1)

Hi,

I'm new with iqfeed.
I want receive historical for MSFT in order to test the API.
When I get realtime data it's OK but with historical data not.

The error message is "unable to connect to Day history socket"

Thanks


using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.IO;

using DTNHISTORYLOOKUPLib;
using DTNIQFeedCOMLib;
using DTNNEWSLOOKUPLib;
using DTNOPTIONCHAINLOOKUPLib;
using DTNSYMBOLLOOKUPLib;


using IQ_APILib;




namespace MetaFinance
{
class Program
{
private object OnAbortedLoad;

static void Main(string[] args)
{
Program p = new Program();
Console.ReadLine();
}

Program()
{
Console.WriteLine("start");


HistoryLookup m_historyLookup = new HistoryLookup();
m_historyLookup.DayCompleted += new _IHistoryLookupEvents_DayCompletedEventHandler(m_historyLookup_DayCompleted);
m_historyLookup.AbortedLoad += new _IHistoryLookupEvents_AbortedLoadEventHandler(m_historyLookup_AbortedLoad);
m_historyLookup.RequestDayHistory("MSFT", 2);

//LevelOne oLevelOne = new LevelOne();
//oLevelOne.Fire_OnUpdateMsg += new _ILevelOneEvents_Fire_OnUpdateMsgEventHandler(oLevelOne_Fire_OnUpdateMsg);
//oLevelOne.ReqWatch("MSFT");
//oLevelOne.ReqWatch("GOOG");
//oLevelOne.ReqWatch("AAPL");
}

void m_historyLookup_AbortedLoad(string bsReason)
{
Console.WriteLine(bsReason);
}

private void m_historyLookup_DayCompleted(int noDays_, object objTime_, object objOpen_, object objClose_, object objHigh_, object objLow_, object objVolume_)
{
Console.WriteLine("Historical");
}


void oLevelOne_Fire_OnUpdateMsg(ref string pbstrUpdateMessages)
{
Console.WriteLine("RealTime");
}



}
}



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