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.
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|