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IQFeed Java API Datafeed Capture

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austin tx
Trading Experience: Master
Platform: TS & IB
Favorite Futures: futures
wmbeam02's Avatar
Posts: 2 since Jul 2015
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IQFeed Java API Datafeed Capture

Does anyone have Java code to take the data feed from IQFeed's API socket (let's say emini futures) and read it into a string variable? I'm trying to get the flow of ticks into a txt or csv format so that I can run my R logic/execution on it. I asked the DTN development team today and they told me no one has ever asked them that question and didn't give me any solutions. I can't possibly be the first person to ever try and capture this data and use it in another programming language to make trades.

Update: I wanted to thank the guys at they walked me through my issue. Super helpful guys, unlike certain other websites I could mention . . .

Last edited by wmbeam02; August 27th, 2015 at 08:47 AM. Reason: Need to let folks know they don't need to tell me to sign up for DTN's service or other silly advice.
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