Demo of ZeroMQ Pub Sub pattern with live real time IQFeed ticks_controller

Here is a working live demo of IQFeed real time program feeding ticks into a ZeroMQ socket created as a publisher. The client subscriber is the same Visual Studio project as  ZeroMQTestSub.

Note that code snippets can only be provided from the IQFeed demo program of:

Refer to this proper Update Message HTML data format supplied by IQFeed when you purchase an annual API license.

….DTN/IQFeed/Documentation/Level1UpdateSummaryMessage.html

Sorry this cannot be provided unless you purchase IQFeed API license. This is part of the license terms of service.

This is the extract as explained in the video:

11	Bid	float			The highest price a market maker or broker is willing to pay for a security	Provided by the exchange or 3rd party data provider
12	Ask	float			The lowest price a market maker or broker is willing to accept for a security	Provided by the exchange or 3rd party data provider
18 Last Trade Time HH:MM:SSc Only valid for 4.9 Protocol. In higher protocols, use the Message Contents field for the message indicator.