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R and DTN IQFeed
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R and DTN IQFeed

  #11 (permalink)
Elite Member
Zurich, Switzerland
 
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You need to install 'devtools' first

 
Code
install.packages("devtools")
require("devtools")
install_github("bwlewis/iqfeed")

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  #12 (permalink)
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Zurich
 
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Hi Guys

can you please elaborate how to set it up?
I have the package installed in R, but do not find documentation how to register/login at IQFeed and download data.

Thanks

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  #13 (permalink)
 Vendor: sentimentrader.com 
Tulsa, OK
 
Futures Experience: Advanced
Platform: Tradestation, TOS, Python
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ericbrown's Avatar
 
Posts: 201 since Jan 2011
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Just adding this here for future reference:

If you are wanting to use IQFeed's API and run linux, you can use a docker container to do so and not have to worry about installing IQFeed....just clone the git repo, install docker and run this container:

https://github.com/bratchenko/docker-iqfeed

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  #14 (permalink)
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Big Mike's Avatar
 
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Jay @ IQFeed held a good webinar on IQFeed's API:



Mike

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  #15 (permalink)
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IQFeed ---> SQL

Hello,

does anyone know HOW to use IQFeed connection to save the data into an SQL Server database ?
Using R would be fine...

Basically, if possible, I would like tp store the data into a database and load it in R or Matlab for future analysis...
Could someone help ?!

Thanks
Andrew

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  #16 (permalink)
 Vendor: sentimentrader.com 
Tulsa, OK
 
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Broker/Data: IQFeed, Tradestation, TOS
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ericbrown's Avatar
 
Posts: 201 since Jan 2011
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Nientenickgrazie View Post
Hello,

does anyone know HOW to use IQFeed connection to save the data into an SQL Server database ?
Using R would be fine...

Basically, if possible, I would like tp store the data into a database and load it in R or Matlab for future analysis...
Could someone help ?!

Thanks
Andrew

I use python to do this but it could be done with R as well.

For python, a good primer for getting started can be found here: https://www.quantstart.com/articles/Downloading-Historical-Intraday-US-Equities-From-DTN-IQFeed-with-Python

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  #17 (permalink)
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Big Mike's Avatar
 
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Nientenickgrazie View Post
Hello,

does anyone know HOW to use IQFeed connection to save the data into an SQL Server database ?
Using R would be fine...

Basically, if possible, I would like tp store the data into a database and load it in R or Matlab for future analysis...
Could someone help ?!

Thanks
Andrew

https://futures.io/elite-automated-trading/29764-big-mike-s-custom-trading-platform.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #18 (permalink)
Elite Member
Milan, Italy
 
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Platform: NinjaTrader 7, SierraChart
Broker/Data: IQFeed / Interactive Brokers
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Posts: 13 since Sep 2013
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R + IQFeed ---> Sample Code

Hello,

just for reference, here you have a sample code to download data into R from IQFeed: second and Tick by tick data can be downloaded.
After memorisation into R, anyone can transfer the data into MySQL using the r package RMySQL !

Attached Files
Register to download File Type: r R_IQFeed.R (928 Bytes, 39 views)
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  #19 (permalink)
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Omer עומר / Israel י
 
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rleplae's Avatar
 
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Nientenickgrazie View Post
Hello,

just for reference, here you have a sample code to download data into R from IQFeed: second and Tick by tick data can be downloaded.
After memorisation into R, anyone can transfer the data into MySQL using the r package RMySQL !

Just a hing, if you want to download tick data for a certain period (on ES), you might quickly end up to fill your RAM, depending on your machine. Hence it might be more efficient to download it to an ASCII file and then load the ASCII file in your DB. Like in your example loading 1 month of tick data on ES.

Depends on what you want to do.

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  #20 (permalink)
Elite Member
Milan, Italy
 
Futures Experience: Intermediate
Platform: NinjaTrader 7, SierraChart
Broker/Data: IQFeed / Interactive Brokers
Favorite Futures: ES Future
 
Posts: 13 since Sep 2013
Thanks: 202 given, 7 received

OK...


Thank you a lot for your advice rleplae.
May you post some code to let it explain what you mean ? Do you mind ?

Thank you in advance,
CP

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