Using IQFeed for 1 minute volume/price data

Discussion in 'Data Sets and Feeds' started by Haakon, Apr 25, 2010.

  1. Haakon


    Hi, I`ve signed up at IQFeed trial to get access to historical 1 minute raw data. But I see now that I need to hand out $300 more a year to get access to their API. It`s not that much really, but I would like to hear if it will meet my requirements, and maybe hear about alternatives if there are.

    I basically only require to pull 1 minute price with volume from a given timeframe on one stock at a time (one year is ok as stated), does it give volume as well as price?

    Has anyone else programmed against the API using java? In the registration application it asks how well you program in C++, and that made me unsure if I`m getting access to the whole API using java?

    I know IQFeed has a nice forum as well, but I ask it here as I prefer to only belong to one forum per topic, and now I`ve got my foot in the door :)

  2. LeeD


    You need to use their online chat and talk to a sales rep. They have a data-only subscription (which means you don't get any charting software with it but actually pay less).
  3. Craig66


    Yes, it does give volume.
  4. Haakon


  5. You can use a third-party tool to pull data from IQFeed and save yourself the yearly developer fees. I'm using QCollector with IQFeed and can pull in timed updates for any symbol or portfolio of symbols on any timeframe. QC also has a developer interface, and from what I can tell, it's free to work with.
  6. promagma


    The IQ API is one of the best I have worked with, good design & good documentation.

    BUT with IQ data, be prepared to handle bad high/low on your minute bars. As they say the data is unfiltered. To the point that I ended up ignoring the high/low values and just using the close value.
  7. Haakon


    QCollector looks perfect, at least for my initial idea. It will be much easier to program against ascii files than interfaces so I`m pretty sure I`m going with this software. Thanks alot!
  8. Haakon


    Thanks for the tip, I can probably manage without high and lows for what I want to do now.
  9. Yeah, I've done it with Java (on Linux with Wine). You don't even need to bother with the connection malarky - you can just start the diagnostics.exe program and it connects and logs into the IQFeed servers and stays logged in "indefinitely".

    The Java "API" is just a TCP connection and some message formats which are just comma delimited text lines. Easy to parse and deal with. To my knowledge, all features are available thru this interface.

    Very reliable. Performs quite well. Nothing bad to say about it really.
  10. Haakon


    Sounds good, I`ll probably go straight to the source when I`ve got something basic running and want to program something more advanced. Maybe hook up with Interactive Brokers one day (which I also heard about on this forum) for programmed intraday exits.
    #10     Apr 26, 2010