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IQFeed and Matlab
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IQFeed and Matlab

  #1 (permalink)
Huntsville, AL
 
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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)
Munich Germany
 
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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)
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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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  #5 (permalink)
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Matlab R2018a IQFeed implementation - very unstable


mostafaabdo View Post
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.

Yes, I actually paid the IQFeed subscription to try and use it. Few discoveries that don't do much service to Mathworks:

1) There's not too many commands within the IQFeed toolbox within Matlab. There are actualy 7. That's it ... 7. Among those:

2) Close doesn't work. I mean not only doesn't work, but it renders the connection handle useless (impossible to get any more data from IQFeed without a Matlab Application restart). So it's less than useless ... it's doing damage. I escalated to Mathworks Support. They said they'll remove it from a future release. I wonder then ... if your car manufacturer notified you that they'll remotely disable long distance speed cruise feature ... on which you paid extra, how would you feel ... not the most professional way to handle bugs.

3) Mathworks docs say:

Intraday tick, historical, and news data from IQFEED® data server

I have to say that the only thing that worked more or less reliably was the history command - which by the way does NOT support minute data. Only daily, weekly and monthly ... Check this out:

https://youtu.be/4ENtq4DJb8g

One might say syntax was not right, etc. I say wrong syntax should NOT crash your Matlab GUI.

4) Minute data - well, it's not there with the history command.

5) IQFeed has for a long time a MAC OS X client. It's really a matter of testing the code to make IQFeed's DataToolbox work on MAC OS X. No, no, no. MAC OS X is not supported. Windows only. Thanks ...

I reiterate again the Mathworks docs:

For a simple example about retrieving IQFEED data, see Retrieve Intraday and Historical Data Using IQFEED.

I think there is a long road until Mathworks' IQFeed implementation gets worthy of Mathworks brand respect - I don't see this set of 7 functions (among which some just don't really work well or don't work at all) being something to be proud of.


Last edited by andby; May 4th, 2018 at 05:21 PM.
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