I am new to the IQFeed api.
I have been trying to find the proper documentation on how to usd the IQFeed API, but wasn't able to find one yet.
(The only source I got is the YouTube video from IQFeed, which doesn't show more in-depth information, and the pages shown in the video are not accessible now.)
1. Is there a relatively new and most up to date documentation to refer for developing with IQFeed API?
2. The main goal for me at the moment is to access the realtime Level 2 market depth data for Futures markets (i.e. CME Group) with Python programming language.
I have seen the IQFeed.CSharpApiClient for Python by mathpaquette on Github,
and was able to execute the sample python code which was uploaded in the repo: https://github.com/mathpaquette/IQFeed.CSharpApiClient/blob/master/docs/USING-WITH-PYTHON.md
However, I have no idea on where to start looking at to implement the Level 2 data streaming with this repo.
- Does anyone have a basic sample code for using the Streaming.Level2 api with IQFeed.CSharpApiClient?
- If not, can anyone guide me to some starting points on how to use the IQFeed.CSharpApiClient in python?
Currently, I am stuck at this level:
# Python v3.7.7
# Windows 10 x64
assembly_path = r"~my_path_to\IQFeed_CS"
from IQFeed.CSharpApiClient import IQFeedLauncher
from IQFeed.CSharpApiClient.Streaming.Level2 import Level2ClientFactory
from IQFeed.CSharpApiClient.Streaming import Level2
from IQFeed.CSharpApiClient.Streaming.Level2 import Messages
from IQFeed.CSharpApiClient.Streaming.Common import Messages
IQFeedLauncher.Start("my_id", "my_pw", "dev_id")
level2Client = Level2ClientFactory.CreateNew()
Thank you in advance.