NexusFi: Find Your Edge


Home Menu

 





IQFeed API Users


Discussion in Brokers

Updated
      Top Posters
    1. looks_one aslan with 4 posts (5 thanks)
    2. looks_two MXASJ with 3 posts (2 thanks)
    3. looks_3 aviat72 with 3 posts (0 thanks)
    4. looks_4 Big Mike with 2 posts (0 thanks)
    1. trending_up 17,106 views
    2. thumb_up 7 thanks given
    3. group 12 followers
    1. forum 22 posts
    2. attach_file 0 attachments




 
Search this Thread

IQFeed API Users

  #11 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985


MXASJ View Post
FWIW the code in second link (IQFeed_NETSocket_Example) works. It launches IQ Connect and then looks like it pulls data OK. I was just playing around with it, but if I needed to do something real the $300 annual support & documentation package would be a no-brainer.

Oh, really interesting, is possible to use it with NT or others Platforms? If yes, could u insight me on how to?
Anyway if we can use the API for $300 a year and get all the data, why subscribe to IQFeed service?:tape:

Take your Pips, go out and Live.
Luke.
Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Futures True Range Report
The Elite Circle
Exit Strategy
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
ZombieSqueeze
Platforms and Indicators
Better Renko Gaps
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
38 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
GFIs1 1 DAX trade per day journal
19 thanks
The Program
18 thanks
  #12 (permalink)
 MXASJ 
Asia
 
Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 796 since Jun 2009
Thanks Given: 109
Thanks Received: 800

IQ Connect requires a paid subscription to get data. Sorry .

The $300 API support/docs/code examples are on top of that.

Reply With Quote
Thanked by:
  #13 (permalink)
 aviat72 
San Francisco Bay Area
 
Experience: Intermediate
Platform: NT,TOS,IB
Trading: ES,CL,TF
Posts: 281 since Jun 2010
Thanks Given: 161
Thanks Received: 273



aslan View Post
I have not used these, but I am fairly certain you still need the API. See the "IQFEED_DEMO" in the calls. That is the app id that you register.

I think this "IQFEED_DEMO" is an API token which is given to each person who ponies up cash to IQFeed to write code for the API. I guess that is the way DTN knows which API client's software is accessing it. If your subscription to the API is not current, they can treat it as the IQFEED_DEMO token and not support more than 10 symbols with delayed data.

This also means that if you buy some software which links with IQFeed via the API, then if that software vendor stops paying DTN the subscription fee, your software too will stop working.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #14 (permalink)
 Xeno 
UK
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks Given: 70
Thanks Received: 274

I use this API, and it's great. I have a load of code that downloads everything I need each night without having to do it through Ninja. This is a big sticking point for me in thinking about switching to Kinetick - I won't be able to do this anymore because I wouldn't be subscribing to IQFeed and Kinetick don't support this API download.

Reply With Quote
  #15 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,398 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


Xeno View Post
I use this API, and it's great. I have a load of code that downloads everything I need each night without having to do it through Ninja. This is a big sticking point for me in thinking about switching to Kinetick - I won't be able to do this anymore because I wouldn't be subscribing to IQFeed and Kinetick don't support this API download.

Why would you switch from IQfeed to Kinetick? You can get the fee waivers from IQfeed directly.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #16 (permalink)
 Xeno 
UK
 
Experience: Intermediate
Platform: Ninja
Broker: Mirus/Zen
Trading: Futures - bonds, currencies, index
Posts: 288 since Oct 2010
Thanks Given: 70
Thanks Received: 274

Well, the reasons are not compelling for me, and it's unlikely I will switch, but the reasons are, I believe -

- they offer a cheaper package
- they have coded Ninja direct to DTN servers - i.e. not through IQFeed software

Now that second one I presume is designed to offer increased performance. I do wonder though whether going through the IQFeed software gives you a more reliable protocol, given the discussions of what Ninja may or may not do with Zen Fire data.

Reply With Quote
  #17 (permalink)
 JLido 
Stockholm/Sweden
 
Experience: Intermediate
Platform: NinjaTrader/Jigsawtrading
Broker: Deepdiscounttrading/IQFeed
Trading: Eurex(Bund, Bobl)
Posts: 6 since Jun 2012
Thanks Given: 2
Thanks Received: 0

Is it worth going direct through IQFeed API instead of using NinjaTrader/IQFeed? Performance wise that is.

Iīm looking into, develop a custom order type based on acceleration on current trades thatīs hitting into bid/ask. Itīs for CQG Trader Lite, actually CQG has no API support for Lite only for IC.
Iīm using NinjaTrader for charting with IQFeed, but CQG Trader Lite for execution.

I just canīt decide if should upgrade to CQG Trader IC and use there API, using NinjaScript or IQFeed API. I want to keep my transaction cost as low as possible. C++ or C# doesnīt really matter, although C++ is preferred.

/J

Follow me on Twitter Reply With Quote
  #18 (permalink)
 Koepisch 
@ Germany
 
Experience: Beginner
Platform: NinjaTrader
Broker: Mirus Futures/Zen-Fire
Trading: FDAX
Posts: 569 since Nov 2011
Thanks Given: 440
Thanks Received: 518


JLido View Post
Is it worth going direct through IQFeed API instead of using NinjaTrader/IQFeed? Performance wise that is.

Iīm looking into, develop a custom order type based on acceleration on current trades thatīs hitting into bid/ask. Itīs for CQG Trader Lite, actually CQG has no API support for Lite only for IC.
Iīm using NinjaTrader for charting with IQFeed, but CQG Trader Lite for execution.

I just canīt decide if should upgrade to CQG Trader IC and use there API, using NinjaScript or IQFeed API. I want to keep my transaction cost as low as possible. C++ or C# doesnīt really matter, although C++ is preferred.

/J

Hi @JLido,

don't you know the CQG Trader Package? The Pricing is very competitive. Pricing $50 per month plus $0.25 per contract, capped at $420 per month. The API is widely used and well discribed. No need to upgarde to IC if you don't need the charting.

Reply With Quote
  #19 (permalink)
 JLido 
Stockholm/Sweden
 
Experience: Intermediate
Platform: NinjaTrader/Jigsawtrading
Broker: Deepdiscounttrading/IQFeed
Trading: Eurex(Bund, Bobl)
Posts: 6 since Jun 2012
Thanks Given: 2
Thanks Received: 0

Thanks Koepisch!

Iīm using CQG Trader Lite right now, itīs $.10/RT and $10/month from Deepdiscounttrading, instead of .25 for CQG Trader.
Thing is, that Lite doesnīt have support for the API and itīs not the execution itself thatīs the problem.

Hereīs a short description of what I want to accomplish:
I trade the Eurex bonds, Bobl. Itīs relatively slow and sometimes I wait for a big order to hit a bid for confirmation to take the trade, can be at a support level. Problem is that, itīs hard to be that fast, so I end up getting filled one price worse than Iīd like, and when scalping the Bobl, it means quite a lot.
Once Iīm filled, I work from CQG Trader Lite ladder/DOM with my exits. (I use NinjaTrader/Jigsawtrading Depth&Sales for decision making)

Plan is to measure the acceleration of the orders on a bid (or offer) and also see to that not to many bids are pulled or thereīs an iceberg. I will then place a "pre-order" at a price and let it execute for me if thereīs a big order coming.
I will use Win32 Postmessage to communicate with CQG platform.

If it gets to messy, I might just go for the CQG Trader (incl API) or start trading from Ninja, but Iīd rather stick to what I have now, since every cent counts.

So, the question is, is it worth the trouble going through IQFeed API? It is for me, if performance on NinjTrader/IQFeed is to slow compared to raw IQFeed API.

/J

Follow me on Twitter Reply With Quote
  #20 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,398 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,537


Jay @ IQFeed held a good webinar on IQFeed's API:



Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote




Last Updated on September 16, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts