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.
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:
FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!