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Viewing User Profile for: mathpaquette
About Contact
Joined: May 18, 2018 06:34 AM
Last Post: Jun 13, 2020 11:10 AM
Last Visit: Jun 14, 2020 06:02 AM
Website: https://github.com/mathpaquette
Location: Canada
Occupation: Developer
Interests: Stock Market
Email: mathieu@inovitex.com
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Post Statistics
mathpaquette has contributed to 20 posts out of 19868 total posts (0.10%) in 925 days (0.02 posts per day).

20 Most recent posts:
IQFeed Developer Support » IQFeed API documentation source? Jun 13, 2020 11:10 AM (Total replies: 3)

Hello Andrew,

Added 2 additional examples for Python and one is related to what you were asking for.
Please have a look to Streaming level 1 example.

https://github.com/mathpaquette/IQFeed.CSharpApiClient/blob/master/docs/USING-WITH-PYTHON.md#additional-examples

Regards,
Mathieu Paquette
Software consultant

IQFeed Developer Support » IQFeed API documentation source? Jun 12, 2020 05:11 AM (Total replies: 3)

Hello Andrew,

Feel free to create an issue https://github.com/mathpaquette/IQFeed.CSharpApiClient/issues if you need more support.

Thanks,
Math


For the benefit of everyone and for those who want to fully enjoy the true speed of IQFeed without too much compromise, IQFeed.CSharpApiClient is now offering support for Python in most cases. I received a lot of comments how the client is superior in term of performance compared to existing Python implementation.

Have a look and feel free to reply for any concerns.

IQFeed.CSharpApiClient with Python
----------------------------------------
https://github.com/mathpaquette/IQFeed.CSharpApiClient/blob/master/docs/USING-WITH-PYTHON.md

Regards,
Mathieu

IQFeed Developer Support » Allow me to introduce myself. Jan 30, 2020 07:20 PM (Total replies: 1)

Welcome Gary!

IQFeed Developer Support » API on Linux Jan 30, 2020 07:19 PM (Total replies: 10)

Hyperbaboon,

what do you mean by cross platform client?

Thanks,
Mathieu

IQFeed Developer Wish List » Binary Protocol Jan 30, 2020 07:16 PM (Total replies: 12)

Hello guys,

I'm curious, which programming languages are you using ?

Thanks,
Mathieu

IQFeed 3rd Party Software Support » Software to use alongside Iqfeed? Oct 6, 2019 03:45 PM (Total replies: 1)

Hello ChainsawDR

Check https://github.com/mathpaquette/IQFeed.CSharpApiClient
and
https://github.com/QuantConnect/Lean (compatible with IQfeed)

Regards,
Mathieu

IQFeed Developer Support » Incorrect Data for Level 1 Tick by Tick Oct 6, 2019 03:43 PM (Total replies: 1)

Did you check https://github.com/mathpaquette/IQFeed.CSharpApiClient
I already provided a lot of examples to do what you try to achieve.

Thanks,
Mathieu


I added more examples including one with Expired Options:
https://github.com/mathpaquette/IQFeed.CSharpApiClient/tree/master/src/IQFeed.CSharpApiClient.Examples

Thank you,
Mathieu


Thank you so much Tim.
BTW guys, in the newest version 1.4.2 of IQFeed.CSharpApiClient, I've added a very simple way to retrieve those expired options and market symbols.

Code sample:
var lookupClient = LookupClientFactory.CreateNew();
var expiredOptions = lookupClient.Symbol.GetAllExpiredOptions()
.Where(x => x.EquityOption.Expiration >= DateTime.Now.AddMonths(-6)).ToList();

var marketSymbols = lookupClient.Symbol.GetAllMarketSymbols().ToList();

This will take some time the first time but the code will reuse the cached file and check for new update every time.

Hope this helps.
Mathieu


Excellent news Tim, I'm in the process of adding support for this file in the IQFeed.CSharpiApiClient wrapper. Will be very easy to use. Ill post back on this thread once available.

Mathieu


Thank you Tim,
I think we should keep the file option.. For me this is a more convenient way to retrieve expired options. Can you expose to us the long term goal get them at the end?

Thank you.
Mathieu


Guys, dont hesitate to open an issue on GitHub rather than posting on this site.... I think its more related to the project itself.

Will always happy to help you out with that.
Mathieu


Hi T,

Well, if you wish to see the result as a data table, I suggest you to use the Raw facade, i.e. lookupClient.Historical.Raw.ReqHistoryTickDatapointsAsync method and then open up the return filename in Excel as a CSV file.

The reason you it in that format its because I didnt override the ToString in the TickMessage class.

Please dont forget to star the project on github and you can also ask question over there!

Thank you,
Mathieu

Trading Tips, Tricks and Ideas » S#.Data (Hydra) - market-data downloader Jul 10, 2018 06:17 AM (Total replies: 2)

Very nice, thank you!

IQFeed Developer Support » C# sample program for Leve1Socket May 22, 2018 08:06 PM (Total replies: 5)

Split.string is the way to go:

https://codereview.stackexchange.com/questions/194716/c-substring-vs-split-performance-test/194974#194974

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 07:14 AM (Total replies: 5)

Well, I'm still skeptical about the real performance benefit of not using .Split. I'll do some performance tests to conclude on this.


Hello Tim,

Any updates regarding this request?

Thank you,
Mathieu

IQFeed Developer Support » C# sample program for Leve1Socket May 18, 2018 06:43 AM (Total replies: 5)

Hello Lav2018,

Please have a look to my open source C# IQFeed client.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


Hello everyone,

I've developed and released to the open source community with the aim to be the more efficient, a C# IQFeed socket client. Have a look at the project. I'll develop all the features needed to support all the IQFeed functionalities.

https://github.com/mathpaquette/IQFeed.CSharpApiClient

Your feedbacks are welcome!
Mathieu


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