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'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
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"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
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"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
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"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
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: tigerzx
About Contact
Joined: May 25, 2021 04:24 PM
Last Post: Apr 4, 2022 10:11 PM
Last Visit: Sep 26, 2022 10:07 PM
Website:  
Location: United States
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
tigerzx has contributed to 13 posts out of 21185 total posts (0.06%) in 1,068 days (0.01 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 Questions » 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 Questions » 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 Questions » 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 API Questions » 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 API Questions » 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 API Questions » 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 API Questions » 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,

IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 27, 2021 02:40 PM (Total replies: 4)

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.

IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 26, 2021 12:47 PM (Total replies: 4)

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.

IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 25, 2021 04:31 PM (Total replies: 4)

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: Fri April 26, 2024 11:50 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003