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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)


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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)

  #161 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
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augustco View Post
How can I get iqfeeds market stats into ninjatrader as a chart when there is no exchange listed because it is data calculated by iqfeed and not an exchange?

Hi augustco,

IQFeed Support is very familiar with NT symbol manager and can walk you through the process. Call 800-779-7299 or Live Support Chat at Welcome to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API's. until 6:00pm CST or email 24 hrs/day M-F at [email protected].

Robert

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  #162 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
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Swing Trader
 
Experience: Advanced
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Just wanted to take a minute to say "THANKS!" to IQFeed's Robert Carrillo, Jay Froscheiser and IQFeed Dev Support Tim Walter.

A couple of weeks ago I decided to replace my retail trading platform with my own "platform" that I would build from scratch using R. Everything has gone exceedingly well, and the IQFeed API has made the process very smooth.

I wrote a blurb on what I am doing here:



And you can also find info in the main MySQL tick db thread.

Mike

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  #163 (permalink)
 
AttitudeTrader's Avatar
 AttitudeTrader 
Dallas, TX, USA
 
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I wanted to do the same.

Thanks for all your help and support this year @Robert Carrillo !

-AT

"Is it hard? Not if you have the right attitude. It's having the right attitude that's hard." - Robert Pirsig
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  #164 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
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Want to make everybody aware of the DTN IQFeed YouTube channel. There are currently 14 videos with subjects ranging from using IQFeed Diagnostics, to using IQFeed streaming news client, to setting up IQFeed in various software (more to come).

DTN IQFeed - YouTube

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  #165 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
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Posts: 50,399 since Jun 2009
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I usually have praise for IQFeed, but there is one problem I ran into with your API. You don't provide an adjusted price that accounts for splits and dividends, nor do you supply the necessary data for me to adjust it on my side.

So I have to go externally for this data, such as Yahoo. In R there is the package quantmod which supports retrieving dividends and splits from Yahoo using the getDividends() and getSplits() functions, hopefully it helps someone else who runs into this issue.

Using that approach, I am able to store the dividend and split dates in my database.

 
Code
> quantmod:::getSplits("AAPL")
           AAPL.spl
1987-06-16      0.5
2000-06-21      0.5
2005-02-28      0.5
 
Code
> quantmod:::getDividends("AAPL")
             [,1]
1987-05-11 0.0150
1987-08-10 0.0150
1987-11-17 0.0200
1988-02-12 0.0200
1988-05-16 0.0200
1988-08-15 0.0200
1988-11-21 0.0250
1989-02-17 0.0250
1989-05-22 0.0250
1989-08-21 0.0250
1989-11-17 0.0275
1990-02-16 0.0275
1990-05-21 0.0275
1990-08-20 0.0275
1990-11-16 0.0300
1991-02-15 0.0300
1991-05-20 0.0300
1991-08-19 0.0300
1991-11-18 0.0300
1992-02-14 0.0300
1992-06-01 0.0300
1992-08-17 0.0300
1992-11-30 0.0300
1993-02-12 0.0300
1993-05-28 0.0300
1993-08-16 0.0300
1993-11-19 0.0300
1994-02-07 0.0300
1994-05-27 0.0300
1994-08-15 0.0300
1994-11-18 0.0300
1995-02-13 0.0300
1995-05-26 0.0300
1995-08-16 0.0300
1995-11-21 0.0300
2012-08-09 2.6500
2012-11-07 2.6500
2013-02-07 2.6500
2013-05-09 3.0500
2013-08-08 3.0500
2013-11-06 3.0500
I hope that you will consider adding this to IQFeed to make it more seamless.

Mike

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  #166 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
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Big Mike View Post
I usually have praise for IQFeed, but there is one problem I ran into with your API. You don't provide an adjusted price that accounts for splits and dividends, nor do you supply the necessary data for me to adjust it on my side.

So I have to go externally for this data, such as Yahoo. In R there is the package quantmod which supports retrieving dividends and splits from Yahoo using the getDividends() and getSplits() functions, hopefully it helps someone else who runs into this issue.

Using that approach, I am able to store the dividend and split dates in my database.

I hope that you will consider adding this to IQFeed to make it more seamless.

Mike

Thanks for your comment Mike. I forwarded your request.

Robert

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  #167 (permalink)
 
podski's Avatar
 podski 
Belgium
 
Experience: Intermediate
Platform: Ninjatrader
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Hello Robert,

There is a lot of fuss going on now about the CME fees and it got me thinking.

Currently you , like most of your customers and re-branders, are focused on US markets. There are some traders that focus on markets other than those main ones and that that love your service but end up paying over the top because the international markets come as an exceptional bundle on top of your basic service.

Do you see a way to say offer something like a "Eurex" only package or even something specific to one exchange only ?

We are discussing this over here too , but I thought I would bring the water to the well.

I am speaking here of a pure data feed service and nothing bundled to a broker or any of that stuff.

regards

p

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  #168 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
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podski View Post
Hello Robert,

There is a lot of fuss going on now about the CME fees and it got me thinking.

Currently you , like most of your customers and re-branders, are focused on US markets. There are some traders that focus on markets other than those main ones and that that love your service but end up paying over the top because the international markets come as an exceptional bundle on top of your basic service.

Do you see a way to say offer something like a "Eurex" only package or even something specific to one exchange only ?

We are discussing this over here too , but I thought I would bring the water to the well.

I am speaking here of a pure data feed service and nothing bundled to a broker or any of that stuff.

regards

p

Hi podski,

I've been watching that thread and thinking about your situation. It looks like you're currently using Kinetick for EUREX? Is that $50/mo for Basic + $25/mo for Intl Futures + EUREX exch fee?

Robert

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  #169 (permalink)
 
podski's Avatar
 podski 
Belgium
 
Experience: Intermediate
Platform: Ninjatrader
Broker: Ninjatrader Brokerage, CQG
Trading: FDAX, FDXM ...maybe
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  • Market Depth
  • Kinetick Basic Service 1
  • Eurex Non Pro Exchange Fee 1
  • Eurex Level 2 Non Pro
  • RT Int'l Exchange Entitlement

Total $135.00 USD

Please believe me I'm not trying to save 5 of your American Dollars here ... just wondering if strategically for European or Asian focused customers you could get rid of some stuff ..

p

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  #170 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
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podski View Post
  • Market Depth
  • Kinetick Basic Service 1
  • Eurex Non Pro Exchange Fee 1
  • Eurex Level 2 Non Pro
  • RT Int'l Exchange Entitlement

Total $135.00 USD

Please believe me I'm not trying to save 5 of your American Dollars here ... just wondering if strategically for European or Asian focused customers you could get rid of some stuff ..

p

Well, I will save you 17 American Dollars right off the bat. Contact Kinetick and tell them to cancel the EUREX Level 1 exchange. The 23 USD EUREX Level 2 feed includes Level 1, so you don't need both.

I like the idea of having a lower cost bundled feed with only EUREX, the challenge being that there must be a base service it can attach to. IQFeed Core Service/Kinetick Basic is a fat feed since it includes so much (real-time stocks, real time indexes/indicators, streaming news, delayed US and Intl futures, tons of historical data, etc). I don't know if we could eliminate enough of that from a bundled EUREX feed to make it desirable or cost effective, but it's worth giving some thought to.

Robert

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