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> | ||
+ | <br> | ||
+ | |||
+ | {|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc" | ||
+ | |- | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|'''Pro''' | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|'''Con''' | ||
+ | |- | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Affordable price | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Not enough history data | ||
+ | |- | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Unfiltered data | ||
+ | |style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Insufficient coverage | ||
+ | |} | ||
+ | |||
+ | <br> | ||
+ | == Features and limitations == | ||
+ | |||
+ | '''Features''' | ||
+ | |||
+ | # Automatic gap filling | ||
+ | # Automatic reconnection in case connection is lost | ||
+ | |||
+ | |||
+ | '''Limitations''' | ||
+ | |||
+ | # 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 | ||
+ | # 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 | ||
+ | # 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 | ||
+ | |||
+ | <br> | ||
+ | == Setting up == | ||
+ | |||
+ | # Make sure IQFeed 2.3 or higher is installed and functions properly. | ||
+ | # Make sure you're using a valid login/password. | ||
+ | |||
+ | No additional settings are required. | ||
+ | |||
+ | 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. | ||
+ | |||
<br> | <br> | ||
[[Category:Built-in_Data_Sources]] | [[Category:Built-in_Data_Sources]] |
Revision as of 16:13, 23 January 2012
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.
Pro | Con |
Affordable price | Not enough history data |
Unfiltered data | Insufficient coverage |
Features and limitations
Features
- Automatic gap filling
- Automatic reconnection in case connection is lost
Limitations
- 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
- 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
- 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
Setting up
- Make sure IQFeed 2.3 or higher is installed and functions properly.
- Make sure you're using a valid login/password.
No additional settings are required.
To create a symbol using IQFeed as the Data Source see see Adding from a list supplied by data vendor section section for more detailed information.