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I have to get historical data from the IQFeed. Since I am not yet registered so I don't know what volume of data would arrive from the feed - I would appreciate if someone can suggest/advice the best way to save the data temporary in memory in some collection or any other container so that I can use it and bind it to my chart.
I am doing the coding in C# visual studio framework 4.5.
Please suggest where/how should use that data? Which container would be best to store it?
Thanks
Can you help answer these questions from other members on NexusFi?
With regards to the question, it depends what you want to do and what is your need.
you will typically request historic data through the API and going forward take in the
live feed. (take into consideration that during peak moments, you will not be able to
take more than 14 days of historical tick data)
What i do in my modules is store time series, i process the incoming data and store
them in different candles as time series (5min, order flow, tick, etc...)
While it is possible to download all the data at every start of your modules, you may
also think later how you will make the data persistant, to avoid downloading it every
single time.
Hi Ron - I know this thread is quite old, but do you store data in separate tables of each timeframe or tick size. eg 5min in a separate table, 1 min in separate table (similar for tick data) or do u put min data in one table,tick data in another table etc...
Thanks
iq
My robot reads in real-time from the IQfeed client.
I log all data to flat files for later back -testing (real-time book is not available when loading history)
and in the memory of the robot i have tables per time-frame that i need (bar types / tmf)
In those tables i also store calculated indicators.
I can run my robot in back-test mode and read the flat files, like the data would come from IQfeed
