Q&A on storing real time data ticks from IQFeed into a SQL Server while generating quant trading signals from DotNet and Matlab

(Last Updated On: September 11, 2013)
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Q&A on storing real time data ticks from IQFeed into a database while generating quant trading signals from DotNet and Matlab

This came in from a QuantLabs.net Premium Member:

>
> On top of that I have a quick question. I have both IQ feed and
> Matlab, do you know how to get market depth data work it to get
> trading signals? I’m also finding trouble to store the realtime data
> in a database.
>

 

My response:

Also, IQFeed only give Level 2 but you can get up to level 9 but that is big bucks (i.e. >$1000 per month. As for storage, you could try QCollector but I am working on a CEP solution to store with SQL Server.As for trading signals, you need to code that up into your trading model or strategy which I am also currently working on.
On 2013-09-11 16:21, Túlio Carnelossi wrote:

 

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs