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dd has contributed to 3 posts out of 21191 total posts
(0.01%) in 1,418 days (0.00 posts per day).
20 Most recent posts:
IQFeed API Questions »
Questions about api Jun 17, 2020 09:40 AM
(Total replies: 5)
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 API Questions »
Questions about api Jun 16, 2020 07:00 PM
(Total replies: 5)
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 |
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