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 autochartist.com they walked me through my issue. Super helpful guys, unlike certain other websites I could mention . . .
Last edited by wmbeam02; August 27th, 2015 at 07:47 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.
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.
You donít trade the markets; you only trade your beliefs about the markets.
- Van K Tharp
Last edited by DarkPoolTrading; August 25th, 2015 at 02:51 AM.