Good morning.
I am trading through IB but would like to use IQFeed as a data feed.
Is there a way to convert symbol names between IB and IQFeed?
I would like to automate this conversion because I have 500+ symbols...

Thanks
Edited by vmitec on Mar 21, 2017 at 02:42 AM

Hello,

If you haven't already done so please contact our Sales Dept about how we can meet your data needs. They will be glad to help regarding compatible software, pricing, trial info, etc. They can be reached at sales@iqfeed.net or by phone 800-475-4755.

Thank you.

---

Robert Carrillo

support@iqfeed.net

support@dtniq.com

support@prophetx.com

Trading Markets Customer Service

1-800-397-7000

There are some differences in handling between IQFeed and IB.

Symbols in IQFeed are completely textual and obtained through a 'mktsymbols' text file.

For IB, to generate trades and request data through their API, contract numbers are typically required. To request contract numbers for equities traded on the primary exchanges, IQFeed symbols can typically be used directly for the lookup in the IB API. For options and futures, you have to perform lookups through the IB API based upon underlying symbol, currency, expiry dates, strikes, etc... Then use that contract number to make the request through the other portions of the IB API.

If the IQFeed people have these lookup tables as another service, cool.

But for us do-it-yourselfers, code needs to be written. I have written code to parse the IQFeed market symbols text file, pull out the options/futures info, and use that to look up contract details in the IB API.

If you want to wade through a bunch of stuff I've done:

An IQFeed provider:

https://github.com/rburkholder/trade-frame/tree/master/lib/TFIQFeed

An IB provider:

https://github.com/rburkholder/trade-frame/tree/master/lib/TFInteractiveBrokers

Send me a message at iqfeed@oneunified.net if you'd like more instructions.

All this is based upon the fact that I start with the mktsymbols file, decode it, and use it to request data from IQFeed, and to generate trades with IB. To go the other way around, if you have IB contract info, I have some other code in the same repository which will build IQFeed symbols from contract info and underlying symbol names. There are some futures and options underlying symbol which require a manually composed lookup table, such as GC in InteractiveBrokers and QGC in IQFeed.
Edited by stargrazer on Mar 21, 2017 at 03:41 AM