however, i do not like it. I think it could have been implemented better.
I was not able to get more than 1 year of minute data fetched with the toolbox.
The next thing, I find it very hard to implement an automatic fetching function.
Having faced those flaws, I am thinking about to change either the datafeed or the API.
Changing the interface API seems right now the right way to go.
Therefore, I start to implement my interface to IQFeed on my own, which will use matlab server interface
to place the received data.
I do not want to start from scratch, therefore I will use a C# interface implemented by Sentinel https://sentineliqf.codeplex.com/ .
It seems to work without having to purchase the API of IQfeed, maybe it does not handle realtime data.
Some say you need to purchase the API from IQFeed.
So I will see. First tests seem to be promising.
Has anyone here used IQFeed historical data for Matlab? I wanted to get your thoughts on this. I figured this might be a plausible way to automate downloading tick data every month or so for backtesting.