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IQFeed and Matlab
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IQFeed and Matlab

  #1 (permalink)
Elite Member
Huntsville, AL
 
Futures Experience: Intermediate
Platform: ninjatrader
Favorite Futures: futures
 
Posts: 6 since Feb 2014
Thanks: 0 given, 2 received

IQFeed and Matlab

Has anyone used the IQFeed portion of the latest datafeed toolbox? If so, would you mind sharing some code on how you are pulling the real-time tick data?

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Munich Germany
 
Futures Experience: Beginner
Platform: MultiCharts .NET,MultiCharts,Amibroker
Broker/Data: Interactive Brokers IQFeed
Favorite Futures: Stocks,Index CFDs
 
Posts: 149 since Aug 2012
Thanks: 81 given, 76 received

I use that toolbox with IQFeed


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.

Hope that helped you a little bit.

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  #4 (permalink)
Elite Member
los angeles california/united states
 
Futures Experience: Advanced
Platform: InvestorRT,MATLAB,Bookmap
Broker/Data: IQFeed
Favorite Futures: CL, ES
 
Posts: 7 since Nov 2015
Thanks: 10 given, 7 received

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.

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