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IQFeed Java API Datafeed Capture

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PTA, Gauteng
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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.
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