Difference between revisions of "IQFeed"

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One of the leading professional data vendors. The company has been working in the financial information since 1984. IQFeed provides tick-by-tick unfiltered data, thus you will not miss about 50% of the actual trades.<br>
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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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== Features and limitations ==
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To set up IQFeed data feed connection:
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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.
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:# 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).<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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'''Features'''
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::* '''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 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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# Automatic gap filling
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</div>
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# Automatic reconnection in case connection is lost
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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.
  
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<div style="background-color: #E3FBE5;">'''Note''': To apply settings, restart all [[MultiCharts Processes]].</div>
  
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'''Limitations'''
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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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# Since IQFeed has no identification of transactions there is no such a possibility to receive data for several charts simultaneously. All the paralleled queries are queued. Thus, if you make a query of the history for a long period of time there immediately comes the query for receiving several bars only as the program cannot draw data for the second query before the first is not processed
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== Troubleshooting ==
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# There is no method for deleting a historical query since it is necessary to wait for a response for the previous query in order to begin to process the next one
 
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# When plotting a chart for the Bid/Ask field of Minute, Day and etc, actually ticks will be requested because it is impossible to receive the history of minutes and days for Bid/Ask. It will deteriorate data reception performance
 
  
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<br>
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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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== Setting up ==
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Right-click the IQFeed Connection Manager icon → Display Apps → Charts.
  
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# Make sure IQFeed 2.3 or higher is installed and functions properly.
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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.
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# Make sure you're using a valid login/password.
 
  
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No additional settings are required.
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[[Category:Built-in Data Sources]]
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To create a symbol using IQFeed as the Data Source see see [[Operating_Symbol_List#Adding Symbol from Data Vendor Supplied List|Adding from a list supplied by data vendor]] section section for more detailed information.
 
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<br>
 
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[[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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