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IQFeed API Questions » IQFeed API documentation source? Jun 8, 2020 08:13 AM (Total replies: 15)

Hello forum,

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
import sys
import clr

assembly_path = r"~my_path_to\IQFeed_CS"
sys.path.append(assembly_path)
clr.AddReference("IQFeed.CSharpApiClient")

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()

level2Client.Connect()

level2Client.ReqWatch("@BTC#")

...


Thank you in advance.

Sincerely,

Andrew.


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