IQFeed Historical and IB Realtime Data  [SOLVED]

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bryanzim
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IQFeed Historical and IB Realtime Data

Postby bryanzim » 26 Mar 2013

To whom it may concern:

I would like to use IQFeed for historical back fill and IB(Iteractive Brokers) for realtime data and trading. How do I go about doing this?

Thanks for the help.

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Henry MultiСharts
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Re: IQFeed Historical and IB Realtime Data  [SOLVED]

Postby Henry MultiСharts » 26 Mar 2013

Hello bryanzim,

A real-time data source and a historical data source can be merged into a single chart.
Real-time data will be plotted from the moment you have created a chart. That it is not possible to set a certain rollover point at which historical data will stop and realtime data will start. Missing data between the last data point of historical symbol and current moment using realtime data will not be backfilled.
You can find more information regarding the Merging procedure at this page.

bryanzim
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Re: IQFeed Historical and IB Realtime Data

Postby bryanzim » 26 Mar 2013

Henry,

Thank you I did get it to work. However, the symbol mapping still requires manual editing even when the correct symbols are chosen during setup of the chart. For example when creating a chart with the following

IQFeed - Historical - Symbol @ES#
IB - Realtime - Symbol ESM3

the symbol mapping comes out as @ES# for both the chart symbol and broker symbol. After going in to the symbol mapping and reselecting ESM3 for the broker symbol then the trading and charting works as desired.

Thanks,
Bryan

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Henry MultiСharts
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Re: IQFeed Historical and IB Realtime Data

Postby Henry MultiСharts » 27 Mar 2013

the symbol mapping comes out as @ES# for both the chart symbol and broker symbol. After going in to the symbol mapping and reselecting ESM3 for the broker symbol then the trading and charting works as desired.
That is expected behavior. IQfeed and Interactive Brokers have different patterns for creating symbol names. That is why you need to map the symbols manually.


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