What software do you guys use to download IQFeed's historical day from its database? (Both intraday and daily data.) It would be great if it's a free software.
you can use tradelink to download iqfeed historical intraday and daily bars.... tradelink is free and open source. Code: public class BarRequestor : ResponseTemplate { MessageTracker _mt = new MessageTracker(); BarListTracker _blt = new BarListTracker(); public override void Reset() { _mt.BLT = _blt; } public override void GotTick(Tick k) { // if we don't have bar data, request historical data if (_blt[k.symbol].Count == 0) { D(k.symbol + " no bars found, requesting..."); sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Hour)); } D(k.symbol + " bar count: " + _blt[k.symbol].Count); // update whatever data we have with ticks _blt.newTick(k); } public override void GotMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response) { if (type== MessageTypes.BARRESPONSE) D(response); _mt.GotMessage(type, source, dest, msgid, request, ref response); } } The example above is included in the Responses.dll that ships with tradelink. http://tradelink.googlecode.com
Apologies for being ignorant but is there any sort of a guide on how to do this? I just see the code and I have the responses.dll file in the directory, but otherwise I am unsure on how to proceed. My systems have been a Frankenstein of excel vba and ninjatrader and I am hoping to move in a direction where I can do everything from one platform and with the flexibility I need.
yes there several help resources : http://code.google.com/p/tradelink/wiki/ResponseDocs here you will find : Overview of strategies Tutorial on writing strategy Instructions how to run the example strategies with historical or live data If you have questions beyond this, you can ask the users group : http://groups.google.com/group/tradelink-users