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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[[Category:Built-in_Data_Sources]]
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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 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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::* '''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><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. </div>
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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.
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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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[[Category:Built-in Data Sources]]

Revision as of 13:41, 24 October 2019

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
To set up IQFeed data feed connection:

  1. 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.
  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.
  • 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 server and build all other resolution charts out of tick data.
    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.
  • 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.


To add an instrument manually or from data source, see Adding Symbol(s) to Symbol List.