Difference between revisions of "IQFeed"

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To connect MultiCharts to IQFeed data, it is necessary to have IQFeed software installed and launched on the computer. When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when data is requested. To download the latest version of IQFeed client, follow the link: http://www.iqfeed.net/index.cfm?displayaction=support&section=download  
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To connect MultiCharts to IQFeed data, IQFeed software should be installed and launched.<br>
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When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when their data is requested.<br>
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To download the latest version of IQFeed client, follow the link: http://www.iqfeed.net/index.cfm?displayaction=support&section=download  
 
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<br>
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To set up IQFeed data feed connection:
 
To set up IQFeed data feed connection:
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:# In the '''QuoteManager''' main menu select '''Tools''' and then click '''Data Sources'''. Select '''IQFeed''' in the list of all supported data vendors and click the '''Settings''' button. The IQFeed Data Feed Configuration window is opened.
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:# In '''QuoteManager''' go to '''Tools''' → '''Data Sources'''. Select '''IQFeed''' and click the '''Settings'''. The IQFeed Data Feed Configuration window will open.
 
:# In the opened up window:
 
:# In the opened up window:
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::* Check '''Filter extended trades supplied by the exchange''' to filter extended trades, that the exchange sends even during short breaks within the session and it might lead to incorrect bars on the chart (spikes). The filter is applied to historical and real-time data.
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::* Check '''Filter extended trades supplied by the exchange''' to filter extended trades that the exchange sends even during short breaks within the session and it might lead to incorrect bars on the chart (spikes).<br>The filter is applied to historical and real-time data.<br>Check '''Only within symbol's sessions''' to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings → Sessions tab.
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::* '''Authorization section'''<br>Enter Login and Password.
 
::* '''Authorization section'''<br>Enter Login and Password.
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::* '''Historical Data section'''<br>Check the '''Build minute and daily bars based on tick data''' box to request only tick data from IQfeed server and build all other resolution charts out of tick data.<br> Check the '''Only within symbol's sessions''' box to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings -> Sessions tab. <div style="background-color: #E3FBE5;">'''Note''': IQFeed provides less tick data comparing to minute or daily data, do not enable that option if minute and daily data is needed, as it will result in less bars on chart.<br>  
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::* '''Historical Data section'''<br>Check the '''Build minute and daily bars based on tick data''' box to request only tick data from IQFeed servers and build all other resolutions out of tick data.<br> <div style="background-color: #E3FBE5;">'''Note''': IQFeed provides less tick data compared to minute or daily data. Do not enable that option if minute and daily data is needed as it will result in fewer bars on chart.<br>  
  
 
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::* '''Real-Time section'''<br>Check the '''Generate a new Ask/Bid tick if Trade changes''' box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes. <br>Check the '''Request trades only''' box to filter out the Ask/Bid updates without Trade ticks.
 
::* '''Real-Time section'''<br>Check the '''Generate a new Ask/Bid tick if Trade changes''' box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes. <br>Check the '''Request trades only''' box to filter out the Ask/Bid updates without Trade ticks.
  
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<div style="background-color: #E3FBE5;">'''Note''': To apply settings, restart all [[MultiCharts Processes]].</div>
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To add an instrument manually or from data source, see [[Data_Sources_Overview#Adding_Symbol.28s.29_to_Symbol_List|Adding Symbol(s) to Symbol List]].<br>
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For symbol name reference check the [[Symbol Guide]].
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== Troubleshooting ==
  
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<div style="background-color: #E3FBE5;">'''Note''': Changing the data feed settings requires restart of all [[MultiCharts Processes]] for having the changes applied.</div>
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If data is not plotted or plotted incorrectly, please open an identical chart in the IQFeed app, you can find the IQFeed Connection Manager on your Windows toolbar.<br>
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Right-click the IQFeed Connection Manager icon → Display Apps → Charts.
  
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To add an instrument manually or from data source, see [[Data_Sources_Overview#Adding_Symbol.28s.29_to_Symbol_List|Adding Symbol(s) to Symbol List]].
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If charts are correct in IQFeed, but not in MultiCharts, check your data feed setting (see above), especially the use of the '''Build minute and daily bars based on tick data''' option.
  
 
[[Category:Built-in Data Sources]]
 
[[Category:Built-in Data Sources]]

Latest revision as of 13:46, 16 January 2024

To connect MultiCharts to IQFeed data, IQFeed software should be installed and launched.
When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when their data is requested.
To download the latest version of IQFeed client, follow the link: http://www.iqfeed.net/index.cfm?displayaction=support&section=download

To set up IQFeed data feed connection:

  1. In QuoteManager go to Tools → Data Sources. Select IQFeed and click the Settings. The IQFeed Data Feed Configuration window will open.
  2. In the opened up window:
  • Check Filter extended trades supplied by the exchange to filter extended trades that the exchange sends even during short breaks within the session and it might lead to incorrect bars on the chart (spikes).
    The filter is applied to historical and real-time data.
    Check Only within symbol's sessions to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings → Sessions tab.
  • Authorization section
    Enter Login and Password.
  • Historical Data section
    Check the Build minute and daily bars based on tick data box to request only tick data from IQFeed servers and build all other resolutions out of tick data.
    Note: IQFeed provides less tick data compared to minute or daily data. Do not enable that option if minute and daily data is needed as it will result in fewer bars on chart.
  • Real-Time section
    Check the Generate a new Ask/Bid tick if Trade changes box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes.
    Check the Request trades only box to filter out the Ask/Bid updates without Trade ticks.
Note: To apply settings, restart all MultiCharts Processes.

To add an instrument manually or from data source, see Adding Symbol(s) to Symbol List.
For symbol name reference check the Symbol Guide.

Troubleshooting

If data is not plotted or plotted incorrectly, please open an identical chart in the IQFeed app, you can find the IQFeed Connection Manager on your Windows toolbar.
Right-click the IQFeed Connection Manager icon → Display Apps → Charts.

If charts are correct in IQFeed, but not in MultiCharts, check your data feed setting (see above), especially the use of the Build minute and daily bars based on tick data option.

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