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vmitec has contributed to 3 posts out of 21244 total posts
(0.01%) in 2,692 days (0.00 posts per day).
20 Most recent posts:
Using IQFeed with Interactive Brokers (IB) »
Conversion between IQFeed <--> Interactive Brokers Ticker Symbols ? Mar 21, 2017 02:41 AM
(Total replies: 2)
Good morning. I am trading through IB but would like to use IQFeed as a data feed. Is there a way to convert symbol names between IB and IQFeed? I would like to automate this conversion because I have 500+ symbols... Thanks Edited by vmitec on Mar 21, 2017 at 02:42 AM
IQFeed Developer Support »
Historical OHLC bars for quotes (bid/ask)? Mar 21, 2017 02:17 AM
(Total replies: 5)
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
IQFeed Developer Support »
Historical OHLC bars for quotes (bid/ask)? Mar 15, 2017 08:06 AM
(Total replies: 5)
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. |
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