andrewNoah has contributed to 1 posts out of 21176 total posts
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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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