IQFeed Q&A on historial futures and option chain data
Questions I asked someone at the company
1. I tried looking for the WINE option for IQFeed support on Linux. I failed miserably so do you have suggestions for Mac OSX support?
2. Does your futures/option data have historical as well? If so, how far back? There seems to be some major confusion on this.
3. I also people wanting to use option chain data for US equities but I could not find any pricing options for it. What monthly fees would my members be looking at for this support?
1) We don't officially support WINE installations but we do have several customers running IQFeed without issue on WINE under Linux. I have also got it running on a Mac, but that wasn't trivial for me because I'm not a mac guy.
2) yes, but it varies by contract. All currently trading contacts are easy, while expired contracts you will need to know the original symbol to pull history on it. Many of the contracts go back several years (5 or so) but I don't have a listing of the length by contract unfortunately.
3) Option Chains lookups are included in the base service with the API. Real time equity options data is a $50 add-on.
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