iqfeed and NT8 historical data download

IQFeed doesn't seem to support linux. They charge ~$444/year for API access on top of IqFeed core fee and exchanges fees.

 

Got it, thanks!

 

Also I wonder how's the data quality of IQFeed's intraday 1m data? I was hoping to have a look with a free trial and then decide whether to sign up (but the API fee makes the free trial not free.)

I have tried Yahoo Finance, Alpha Vantage, Twelve Data and Finnhub, and none of them have good 1minute data (lots of missing data points even for the most recent day.) I tried their free tiers. Their paid subscription is supposed to be higher in rate limit instead of data quality.

 

Not sure how you can validate/test data quality. This was one of my concern before going with iqfeed.

 

For the other feeds (Yahoo Finance, Alpha Vantage, Twelve Data and Finnhub), I simply picked 20 random stocks and download their last day 1m data. For best data quality, I expect 20 * 60 * 6.5 data points. The best they give is only around 60-70%. The remaining 30% data points are missing. I haven't gone to validate the accuracy of data yet, just whether there are data points for every minute.

Would a feed like iqfeed at least provide data for every minute?

 

yes 1 minute data is there, however I don't use 1 min, so didn't check enough.