Joined: Apr 13, 2015
Posted: Apr 13, 2015 05:43 PM
Msg. 1 of 2
Im just getting my feet wet with this API as of yesterday.
Id like to ask if someone has already completed this type of elementary extract.
I would like to retrieve a file of 30 minute bars.
File ordered from oldest to newest bar.
<YYYYMMDD>, <time ( minutes from midnight) >, <High>, <Low>, <Vol (integer)>, <open>, <close>
Or if there are coding examples of any type and where are they located.
Im working my way thorugh the API documentation.
Joined: Nov 21, 2005
Posted: Apr 13, 2015 09:35 PM
Msg. 2 of 2
Alan, there isn't anything prebuilt from us at DTN that will accomplish this task. However there is at least one 3rd party app that would probably work for you if that is all you need from the feed (QCollector). There might be others but that is the one that comes to mind based on your question.
On the other hand, if the file writeout is only the starting point from which you want to build further, here is the direction you want to take with the API:
Keep in mind that the API is 100% TCP socket based (even the COM interfaces and ActiveX interfaces we provide are all wrappers around the TCP sockets). As a result, your app sends a request to the socket and then waits for the response. Depending on the request your application makes, the response you get may be a one time chunk of data or it may be a subscription to data where, from that point forward, we send you new data to your socket connection anytime there is new data available from the exchanges until you disconnect or tell us to stop sending.
You are going to want to start with the Launching The Feed documentation and/or example application code. This demonstrates how to get the middleware piece of IQFeed that runs on your machine (serving as a gateway between your application and our servers) up and running and authenticated using your applications ID as well as your datafeed account credentials.
For your specific request above, you are looking for historical data that arrives on the Lookup Port of IQFeed. When launched on your machine, IQFeed opens up several ports on the localhost loopback address and listens for connections. Make sure you are connecting your socket to the correct local port. For historical requests, you will want to look at the Historical via TCPIP (or COM) Documentation and example applications.
Once you've consumed those two pieces of the API into your app, you should be close to having an application that will get the necessary data from the feed. At that point, all that is left is to reformat and store it in whatever storage medium you choose.
If you run into problems, feel free to post back here or email developer support with any questions and we will be happy to respond.