Getting data from IQfeed or Esignal API into a C++ container/array

Discussion in 'Data Sets and Feeds' started by bellman, Jun 24, 2010.

  1. bellman


    I want to implement a trading strategy in a custom developed C++ or C# app. I'm comfortable with the regression analysis and working with containers, logic loops, iterations, etc. However, the difficult part of the code writing is interfacing with the data feed and handling it into a container in the first place. I haven't subscribed to the esignal or iqfeed developer APIs, but I've read as much as I can about it, and I simply don't have the requisite programming skills (yet).

    I was hoping there would be some solid sample code available that I could modify to my liking, but this does not seem to be the case.

    Is there some open source available for me to look at. I can read code and I'm not afraid of using F1 all day long for the next several weeks. Any thoughts?

    Thank you, James
  2. tradelink is open source and supports both the esignal and dtn iqfeed apis out of the box... just request ticks for a list of symbols, they will show up in any .net applicaton (c#, c++, vb, f# etc) :
  3. bellman


    Open source is good, but I'd like to see a community forum to pique my interests in tradelink.
  4. I've looked into the tradelink source code -- for retail traders, it is a resource beyond just the package itself. You don't have to use tradelink to get the value from it. Their code is so high-level, it's a trivial matter to pinpoint how the feed interfaces work. You can just "cut" the code out and use it elsewhere.

    If I remember correctly, the ESignal API in TradeLink simply imports the ESignal Windows COM interface and then provides a C# front end. Just reproduce this technique in C++, either using C++/CLI ('add reference') and using COM interop services under .NET, or use #import to have the interface description information be imported and used in an unmanaged C++ application.

    In fact, I will go so far as to say you should not be building retail trading systems without at least casually scanning over how TradeLink does things. You can save yourself time attacking the feed integration problems by looking at the TradeLink architecture.

    Disclaimer: I am unaffiliated with TradeLink, and have not contributed to their source tree.
  5. ehorn


  6. Bob111


    there is should be some samples in documentation, that comes with API subscription. IQ feed has great customer support. using sockets is pretty easy and staight forward way. there is also IQ feed forum and probably some yahoo groups
    ehorn 100% correct on support
  7. As Bob111 says, using the sockets 'API' with IQFeed is easy. All you need to do is parse records with comma delimited fields. The documentation is sufficient to get the job done.
  8. Don't even have to do that in .NET; you can just import the COM interface and add your delegate to their event properties for the callback. Truly lazy-mode -- it's great.
  9. bellman


    Very cool, and I don't know how I missed that link. Thank you very much.
    #10     Jul 12, 2010