Tag Archives: real

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 asĀ  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.