Download IQFeed's data

Discussion in 'Data Sets and Feeds' started by anh_trader, Apr 26, 2010.

  1. 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.
  2. you can use tradelink to download iqfeed historical intraday and daily bars....

    tradelink is free and open source.

    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
            public override void GotMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response)
                if (type== MessageTypes.BARRESPONSE)
                _mt.GotMessage(type, source, dest, msgid, request, ref response);
    The example above is included in the Responses.dll that ships with tradelink.
  3. Sakaba


    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.