Tag Archives: IQFeed

Walkthru and code of Karen Super Trader strategyy with CSharp Postgres SQL IQFeed Interactive Brokers

Walkthru and code of Karen Super Trader strategy with CSharp Postgres SQL IQFeed Interactive Brokers

Here i Visual Studio 2013 solution projects

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

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 IQFeed 4.9 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 IQFeed 4.9 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 IQFeed 4.9 IQFeed 4.9 Only valid for 4.9 Protocol.
In higher protocols, use the Message Contents field for the message indicator.

 

 

Complete walkthrough of all software with IQFeed and Interactive Brokers TWS

Complete walkthrough of all software with IQFeed and Interactive Brokers TWS

This is a complete walkthru tutorial of detailed coverage of all the software I used in this automated trading system set of components. It includes the software needed purchase which are pretty affordable considering the amount of time you could save.

 

Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data

Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data

Matlab code with generated DLL via Builder NE toolbox VolatilityClusterPlotTest

.NET C# Visual Studio project IQFVolatilityCluster

Here is all the code as demoed in the video

https://www.youtube.com/watch?v=FRJ4zG4FksU

How to automate easily end of day historical data trading CSV files from IQFeed

How to automate easily end of day historical data trading CSV files

This is using QCollector easily create these CSV from IQFeed

 

 

Java examples that read or insert into SQL Server, IQFeed streamer with multi symbols, and file change notifier

Java examples that read or insert into SQL Server, IQFeed streamer with multi symbols, and file change notifier

Here are 3 videos with 2 source code projects. Note that IQFeed with multiple symbols is available when sign up to IQFeed API for $300 per year.

Java streamer for IQFeed

File change notifier in Java

Demo of Java and SQL Server

 

Source code from Netbeans 7.4 IDE (current version)

FileChangeNotifier

TestSQLServer

 

 

 

 

 

Here is an R package to interface R and IQFeed together for market data and tick feed

Here is an R package to interface R and IQFeed together for market data and tick feed

https://github.com/bwlewis/iqfeed

I will try this out with a potential review.

NOTE: This appears it does not run. There is an Python version ut I gave up as I don’t know it

https://github.com/sobotklp/pyqfeed/blob/master/setup.py

daily <- HDX("XOM",days=3)
Warning message:
In doTryCatch(return(expr), name, parentenv, handler) :
  could not find function "xts"
> fix(daily)
Error in file(filename, "r") : cannot open the connection
In addition: Warning message:
In file(filename, "r") :
  cannot open file 'C:UserscausticAppDataLocalTempRtmp0wKFX8Redit1af0306278cd': No such file or directory
Error in edit(name, file, title, editor) : expression parsing error

To get running, you could follow the instructions in the README but to get working, download the iqfeed. Run the following script:

## If you want to source() a bunch of files, something like
> ## the following may be useful:
> sourceDir <- function(path, trace = TRUE, ...) {
+   for (nm in list.files(path, pattern = "\.[RrSsQq]$")) {
+     if(trace) cat(nm,":")
+     source(file.path(path, nm), ...)
+     if(trace) cat("n")
+   }
+ }
> sourceDir("C:\Users\caustic\Documents\R\bwlewis-iqfeed-27273bc\bwlewis-iqfeed-27273bc\R")