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)




"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"You have an excellent product !!!!!!" - Comment from Arely
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"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
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
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
Viewing User Profile for: dd
About Contact
Joined: Jun 16, 2020 06:30 PM
Last Post: Jun 17, 2020 09:40 AM
Last Visit: Jun 17, 2020 09:46 AM
Website:  
Location:
Occupation:
Interests:
Email: q139@live.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
dd has contributed to 3 posts out of 19683 total posts (0.02%) in 58 days (0.05 posts per day).

20 Most recent posts:
IQFeed Developer Support » Questions about api Jun 17, 2020 09:40 AM (Total replies: 3)

Hi,

If keeping 10-15 connections(or what appears most optimal for throughput) and requesting new histrorical data right after previous response is received.
Would it be fine or still need to space out like you mention?
If too many data requests are sent what will happen?

The HIT command you mentioned,
Is it possible for both bid and ask?

What download speeds have been achieved by clients that are after historical data if utilizing multithreaded client and no client sided bottlenecks?

If downloading for example 5-10% of IQFeeds database,tick data of low spread stocks (probably most active and dense with data).
Approximately how much data would it generate for storage or in networking packets?
I understand space is heavily dependant on data format but estimate is good enough.

To avoid reinventing the wheel, Are there historical data downloading client programs already avalible that are optimized for speed and generate readable format files to download IQFeeds tick data for list of instruments?
Edited by dd on Jun 17, 2020 at 09:44 AM

IQFeed Developer Wish List » Binary Protocol Jun 16, 2020 07:42 PM (Total replies: 12)

How many characters of ascii are actually used in the data?

IQFeed Developer Support » Questions about api Jun 16, 2020 07:00 PM (Total replies: 3)

Hello,

I am new to the IQFeed ,my goal is to download historical tick data in order to construct 1-30 second hi-lo bid-ask bars for all avalible low spread stocks.

I would be interested in 3 elements per tick, {timing(in ms since epoch) , bid , ask} , and if possible also downloading only those without additional data.

From what i have understood from the customer support is that tick data goes back 180 days and is avalible for all instruments.

Would reconstructing hi-lo bars from this data be accurate for example to timeframe of 5 seconds?

Where can the api documentation be found for setting up historical tick data connections?

Are there some sort of limitations to limit historical data download speed?
Concurrent socket connections limitations per api key?
Limits on requests per some timeframe?
Edited by dd on Jun 16, 2020 at 07:17 PM


Time: Wed August 12, 2020 5:11 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003