IQFeed Java API Datafeed Capture | Reviews of Brokers and Data Feeds


futures.io - futures trading strategies, market news, trading charts and platforms


Reviews of Brokers and Data Feeds


Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds




 

IQFeed Java API Datafeed Capture

  #3 (permalink)

PTA, Gauteng
 
Trading Experience: Advanced
Platform: Self built + Sierra + TWS
Favorite Futures: Stocks and Options
 
DarkPoolTrading's Avatar
 
Posts: 1,036 since May 2012
Thanks: 1,244 given, 1,312 received



wmbeam02 View Post
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.

You need the IQFeed developer API (at a subscription cost). As part of the install there are examples provided to you in VB, C#, C++, Java. You can also access the feed with whatever language you want, these are just examples. Personally I use python to write the data to my postgresql db.

Diversification is the only free lunch

Last edited by DarkPoolTrading; August 25th, 2015 at 03:51 AM.
Follow me on Twitter Visit my Facebook Reply With Quote