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"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
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"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
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"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
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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tigerzx has contributed to 13 posts out of 20658 total posts (0.06%) in 450 days (0.03 posts per day).

20 Most recent posts:
IQFeed Datafeed Wish List » live ICE index data feed Apr 4, 2022 10:11 PM (Total replies: 1)

Is it possible to add live ICE index data feed?

https://www.theice.com/market-data/indices/real-time

Data and Content Support » timestamp in update message Jul 12, 2021 04:24 PM (Total replies: 5)

That would make sense. Thank you, Gary.

So in order to get the most recent change time, I have to listen to most recent trade time, bid time and ask time, then check which one is the latest? Is there a field for the most recent change time?

Data and Content Support » timestamp in update message Jul 9, 2021 02:12 PM (Total replies: 5)

If the timestamps all come from the exchange, then it indicates some serious delay along the path.
Note all the symbols here are from Globex. The exchange clock should be the same/synchronized. Especially instruments like ES and NQ, they are within the same market data segment.

If an event happens a minute later than another, but received before that, that means there is at least a minute delay. Is there a way we can investigate this? How to check the backlog within IQFeed?

Data and Content Support » timestamp in update message Jul 9, 2021 12:43 PM (Total replies: 5)

Hi, a question about the timestamp in the update(Q) messages:

How is the timestamp in the update message been assigned? Where does it come from?

Please notice in the following updates, the timestamps seems following different timelines for different symbols. For each symbol, the timestamp keeps increasing. But between symbols, they could be seconds (sometimes more than minute) apart. It looks like some delay for some symbols.

Please note the following is the output of telnet with subscriptions to several symbols. The total active subscription to IQFeed is about 350 symbols. There is also another client connecting to IQFeed at the same time to consume the data. The machine is a 8-core linux server with 32G memory.


Q,@RTY#,2308.00,1,08:52:50.896622,43,5070,2307.80,3,2308.00,1,2304.50,2308.30,2298.60,2302.00,a,01,
Q,@NQ#,14706.00,1,08:53:00.823755,43,34156,14706.00,6,14706.50,1,14704.25,14721.75,14674.50,14713.75,C,01,
Q,@NQ#,14706.00,1,08:53:00.823755,43,34156,14706.00,5,14706.50,1,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,11,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,10,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,9,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,8,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,9,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,8,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,7,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14706.00,5,14706.50,1,14704.25,14721.75,14674.50,14713.75,C,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,1,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,2,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,3,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,2,14706.50,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.50,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,1,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,21,28625,28,28755,28755,28485,28775,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,2,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,3,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,3,14706.25,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,2,14706.25,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,2,14706.00,1,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,15,28625,28,28755,28755,28485,28775,b,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,13,28625,28,28755,28755,28485,28775,b,01,

IQFeed Datafeed Wish List » Native Linux IQ Feed build Jul 8, 2021 04:39 PM (Total replies: 6)

+1, just sent am email with my IQ Feed Login ID.

IQFeed Datafeed Wish List » bid/ask size for historical tick data Jul 8, 2021 04:37 PM (Total replies: 1)

Can you please add bid/ask size in the historical tick data? for HTX, HTD, and HTT.

Thanks.

IQFeed Developer Support » duplicate trades? Jun 2, 2021 10:07 AM (Total replies: 6)

Thank you, Gary.

It seems to me that those are not busted trades. Because it happens too often. It's more like a resent message from IQconnect. Can you think of any scenario (some settings) which may cause IQConnect resend some messages?

Good point about the implied trades.

IQFeed Developer Support » duplicate trades? Jun 1, 2021 03:34 PM (Total replies: 6)

I also notice that sometimes message content shows as C (trade) but the volume doesn't change. Does this make sense?

Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,4,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,9,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,12,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,11,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,12,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,11,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,

IQFeed Developer Support » Level 1 data and Reset Book message May 31, 2021 10:29 AM (Total replies: 3)

When the book is cleared, are the bid/ask fields blank or zeros?

IQFeed Developer Support » duplicate trades? May 31, 2021 08:56 AM (Total replies: 6)

I received the following updates while watching ES. Note the total volume goes from 66971 to 66980, the goes back to 66971 and go up to 66980, the come back to 66971 again. The timestamp goes back as well.
Why is like that? Some duplicate messages?


Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.520949,43,66972,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66975,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66976,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66977,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66978,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66979,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,46,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,47,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,1,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,2,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,3,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,7,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,10,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,11,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,14,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,41,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,44,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.520949,43,66972,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66975,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66976,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66977,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66978,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66979,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,46,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,47,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,1,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,2,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,3,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,7,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,10,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,11,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,14,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,41,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,44,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,


Gary,

I managed to make crossover work. After iqfeed is installed, I click Time&sales within crossover. Both the connection dialog and the time&sales windows show up. I'm able to login and the connection dialog disappears. But when I type into a symbol AAPL in the time&sale window, nothing shows up. It seems there is no connection between the IQConnect and Time&Sale. The IQconnect log shows IQConnect exits. The log is attached.

Please advise.


I have contacted CodeWeavers support, will post the response once available.
I attached IQConnectLog.txt as well for your review. There is no .MDMP file.

Thanks.


Hi,

New to IQFeed here. Try to run IQFeed with CrossOver on ubuntu 18.04 LTS. I installed IQFeed from CrossOver. IQConnect crashes after successfully installation. The backtrace file is attached. Has anyone seen this before?


Time: Wed August 17, 2022 11:00 PM CFBB v1.2.0 15 ms.
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