Tag Archives: IQFEED

How to calculate beta ATR implied volatility with IQFeed in Python

How to calculate beta ATR implied volatility with IQFeed in Python

Because of this literal showstopper, I have decided to find a few workarounds on a non Windows environment

I AM OFFICIALLY DUMPING MICROSOFT WINDOWS 10

Here are some links and Python code to help you out

#https://pypi.python.org/pypi/stockstats
import stockstats
import pandas as pd

#better to use IQFEED to create CSV
#create csv from http://stackoverflow.com/questions/22991567/pandas-yahoo-finance-datareader
#use Gaspare Bonventre answer
stock = stockstats.StockDataFrame.retype(pd.read_csv('stocks.csv'))
print stock.get('atr')

#calculate beta (R Squared) from http://gouthamanbalaraman.com/blog/calculating-stock-beta.html
#implied volatility with option pricing
#http://stackoverflow.com/questions/35391850/implied-volatility-calculation-in-python

 

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IQFeed API complete walkthough with Java on Mac OSX

The next three video I am releasing between today and Monday are very pivotal so watch them if you can.

 

Here is the first one I just posted:

IQFeed API complete walkthough with Java on Mac OS

Meet my new financial data crack provider IQFeed. Hooray today I remove the shackles of Windows the Evil

Run the ‘IQConnect’ by using ‘open -a IQFeed’ in to Lunach IQFeed

Redis Neural Net in alpha project

Watch the video and get further details here

 

Don’t forget about tomorrow morning (Sat) at 10 AM EDT but see beow about further import developments on this course material.

 

In 1 day, I will be doing my last LIVE workshop for this Interactive Brokers API I have been pushing over the last few weeks. This will take place on this SAT at 10 AM EDT which was scheduled for all Americans who could not attend last Saturday due to their Thanksgiving holidays. As said, this will be my last live event teaching this topic. Not only that, I will be removing all content related around this course come December 15. I’m noticing very few people are using it but I’m offering this limited window of opportunity to do just that. Thus, this course material will be unbundled from my Quant Elite membership at that point of December 15. It will be relaunched early next year as a standalone expensive product.

 

Get the login details here

Realize you need to be a Quant Elite member to to attend. So join here now as this is on for a limited time.

 

Thanks Bryan

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IQFeed API complete walkthough with Java on Mac OS

IQFeed API complete walkthough with Java on Mac OS

Meet my new financial data crack provider IQFeed. Hooray today I remove the shackles of Windows the Evil

Run the ‘IQConnect’ by using ‘open -a IQFeed’ in to Lunach IQFeed

Redis Neural Net in alpha project https://github.com/antirez/neural-redis

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

DotNET CSharp demo XLQ data server using IQFeed market data

DotNET CSharp demo XLQ data server using IQFeed market data

Here is a reasons why I am ‘stuck’ on Windows for now Get the source code project here

xlqtest

http://www.qmatix.com/XLQ.htm

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IQFeed finally out for Apple Mac OSX

IQFeed finally out for Apple Mac OSX

Holy. My prayers have been answered! Mac version here we go but there seem to bugs.  I will investigate this in a future date

I am very close to dumping Windows for good

http://www.iqfeed.net/index.cfm?displayaction=support&section=mac

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Python IQFeed historical download for stock forex data on Windows

Python IQFeed historical download for stock forex data on Windows

All the links from the video

https://www.python.org/downloads/release/python-2711/

http://docs.python-guide.org/en/latest/starting/install/win/

https://github.com/luketighe/IQFeed

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

My tools for stock forex historical data capture with IQFeed

My tools for stock forex historical data capture with IQFeed

Note that it looks like I am using Windows more to access IQFeed. It is the only reliable and affordable service I trust for my forex historical and real time data!

https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm

http://www.iqfeed.net/index.cfm?displayaction=data&section=fees

http://www.mechtrading.com/qcollector/dtn/

http://www.qmatix.com/XLQ_Download.htm

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IQFeed added LSE and FTSE Russell

IQFeed added LSE and FTSE Russell

This just adds my confidence to this amazing data service. Lots to come with updates on integrating this fantastic data service into my upcoming trading system so hold tight over the next few weeks to months

http://forums.iqfeed.net/index.cfm?page=topic&topicID=4224

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Why IQFeed over Interactive Brokers for historical data

Why IQFeed over Interactive brokers for historical data

You heard me talk about the limitations of IB data as well as the limitation of IQFeed being on Windows. Here is a newsletter subscriber solution:

It would appear that IQfeed is the correct choice and I will use a dedicated windows machine on a local network to retrieve real-time data and, using samba, to update my own db on a linux box over that network.

I had thought that one could overcome the limitations of IB’s deliberate throttling of backfill requests by keeping a db with  historical data and merging it with real time data on the fly but this appears now to be an onerous task.

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IQFeed symbols compared to Yahoo Finance

IQFeed symbols compared to Yahoo Finance

My Questions for IQFeed

  1. Do you have some online resource for a cross reference of list

symbols got IQFeed?

  1. What do you think the percentage of IQFeed symbols will be exact to

to Yahoo Finance? I am looking at specifically for US and Europe equity

exchanges

 

They responded with:

I think what you are looking for is our symbol database which is available for download and updated daily on our symbol lookup page towards the top. It has exchange symbols in there as well I believe. We should match US stocks with yahoo as long as they aren’t using exchange identifiers/suffix’s.  We don’t carry any European stocks.

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HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!