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, 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 set up IQFeed data feed connection:
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{|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"
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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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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|'''Pro'''
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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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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|'''Con'''
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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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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Affordable price
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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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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Not enough history data
 
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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Unfiltered data
 
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|style="border-collapse: collapse; border-width: 1px; border-style: solid; border-color: #cccccc"|Insufficient coverage
 
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== Features and limitations ==
 
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'''Features'''
 
  
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# Automatic gap filling
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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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# Automatic reconnection in case connection is lost
 
  
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[[Category:Built-in Data Sources]]
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'''Limitations'''
 
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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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# 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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== Setting up ==
 
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# Make sure IQFeed 2.3 or higher is installed and functions properly.
 
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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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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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[[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.

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