Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »API questions
Author Topic: API questions (3 messages, Page 1 of 1)

Nosson
-Interested User-
Posts: 4
Joined: Nov 9, 2021


Posted: Nov 9, 2021 01:04 PM          Msg. 1 of 3
Hi,

I'm considering becoming an iqfeed customer. To make this decision, I have to close on a few open questions.

I have a trading system which needs tick-by-tick trades stream for NASDAQ e-mini futures to operate.

Questions:
- My trading systems runs on Linux. I don't want to use wine. Can I run iqfeed on a separate machine (under Windows) and connect to its sockets over the LAN? Does iqfeed listen on all IP addresses or only on the localhost (and therefore will require running some bridge / proxy to make it available outside of localhost)?
- In case something bad happens (iqfeed crashes, network disconnects), is it possible to recover the tick-by-tick stream using historical data during the trading hours? Let's say my app has identified there is a gap in real-time data between 10:00am and 10:05am. Will I be able to request historical data between 10:00am and 10:05am to backfill (and do it during regular trading hours such that once backfill is over I could proceed with business as usual)?
- As a follow-up to the previous question. Does iqfeed provide some unique tick identifier (IIRC, CME has them) such that during backfill I could easily distinguish between ticks I have received already through real-time stream and those which I haven't?

Thanks
Edited by Nosson on Nov 9, 2021 at 01:06 PM

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 249
Joined: Jul 3, 2019


Posted: Nov 9, 2021 01:36 PM          Msg. 2 of 3
Quote: Does iqfeed listen on all IP addresses or only on the localhost


You would have to make the socket connection to 127.0.0.1. This address is not customizable.

Quote: My trading systems runs on Linux. I don't want to use wine. Can I run iqfeed on a separate machine (under Windows) and connect to its sockets over the LAN?


The IQFeed license agreement has a clause that "data must be received and consumed on the same machine." Make sure your setup wouldn't violate that.

On a side note, we recommend the use of the third-party product Crossover (by Codeweavers) for using IQFeed in a Linux/Mac machines. A free trial is available from codeweavers.com, and we will subsidize the cost of this software if it meets your needs.

Quote: In case something bad happens (iqfeed crashes, network disconnects), is it possible to recover the tick-by-tick stream using historical data during the trading hours?


Yes, you can request tick history at any time. And you can request it for any window of time you wish. (Caveat: during trading hours you can only request tick history from the last 8 days.)

Also, IQFeed has a "queueing" mechanism which helps protect you from losing data in situations like you describe.

Quote: Does iqfeed provide some unique tick identifier?


Yes, there is a field called TickID. These IDs aren't exactly unique, because some exchanges send ticks in "bundles" which will have the same TickID. But the TickID, combined with the timestamp, should be adequate for determining whether or not a tick is a duplicate or one you already have.

I hope this information helps! Let me know if you have any other questions.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Nosson
-Interested User-
Posts: 4
Joined: Nov 9, 2021


Posted: Nov 9, 2021 01:57 PM          Msg. 3 of 3
Thank you for a reply, super helpful. Talking about "data must be received and consumed on the same machine" clause. Does it apply to the physical machines or to virtual machines as well? If I run iqfeed on the Windows VM, running on linux, and connect to its socket from the host machine, does it still violate the agreement?
 

 

Time: Mon May 16, 2022 7:53 AM CFBB v1.2.0 32 ms.
© AderSoftware 2002-2003