IQFeed

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.

Features and limitations

Features

1. Automatic gap filling
2. Automatic reconnection in case connection is lost

Limitations

1. 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
2. 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
3. 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

1. Make sure IQFeed 2.3 or higher is installed and functions properly.
2. 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.