Importing Data from IQFeed

IQFeed is an Internet-based service which provides market data to subscribers of their service.

TradingSolutions can download intraday, end-of-day, weekly, and monthly historical data over the Internet directly from IQFeed. This allows you to keep all of the data in your portfolio up-to-date with the push of a few buttons.

TradingSolutions also supports importing real-time streaming intraday data over the Internet directly from IQFeed. This allows you to get updated trading signals throughout the day while the market is open.

Configuring TradingSolutions to Use IQFeed

IQFeed is defined as a "data source" in TradingSolutions. IQFeed requires you to sign up for an account in order to access data from its service. This account has a username and password associated with it, which TradingSolutions must be made aware of in order to access data through your account.

You can sign up for an IQFeed account on the web. Special pricing may be available for TradingSolutions users. To see what deals are available and/or sign up, please visit the Data Sources section of the TradingSolutions website or jump straight there from the Configure Data Sources Dialog.

&  For help signing up for and configuring data sources, see Configuring Data Sources.

After you sign up for IQFeed, you will also need to download and install the IQFeed support software. This software is available from the TradingSolutions website on the IQFeed information page.

Ä    Note: IQFeed streaming data support requires your computer’s clock to be periodically synchronized with a time server. In Windows XP, this default setting can be verified from the Control Panel, Date and Time, on the Internet Time tab. For previous Windows versions, external software can be downloaded to perform this synchronization.

Ä    Note: DTN.IQ customers who have migrated from the Interquote service may need to contact IQFeed to change their account type to support IQFeed. At the time of this writing, there is no charge for this conversion. However, legacy Interquote programs will no longer work with your account after the conversion.

Importing Data from IQFeed

New data series can be imported from IQFeed using the Import Data Wizard and selecting Download new data from the Internet. This will display the Select Data to Download page, where you can select eSignal as the data source.

Ä    Note: These options will not be available if the IQFeed data source has not yet been configured.

&  For help importing historical data, see Importing Historical Data.

Existing data series can be updated from IQFeed using the Import Data Wizard and selecting Update data in the target group. Individual data series are updated based on their currently selected data source. The data source for each data series can be viewed or modified from the Modify Data Series Dialog: Properties page. The data source for entire groups can be viewed or modified from the Modify Group Dialog: Properties page.

&  For help updating data, see Updating Data.

Streaming Intraday Data from IQFeed

To stream intraday data from IQFeed, it is recommended that you first download historical data for the symbol(s) you are interested in the periodicity or periodicities you would like to stream. This allows you to create any signals or other calculations before beginning streaming.

Once you have downloaded historical intraday data, turning on streaming will automatically update any intraday data which has not had the streaming option turned off.

Ä    Note: The IQFeed server does not include seconds in the time associated with ticks. This will not affect the creation of bars. However, it will cause the "tick time" display field value to appear without seconds.

&  For help with streaming updates, see Streaming Intraday Data.

Special Considerations with IQFeed

IQFeed streaming data support requires your computer’s clock to be periodically synchronized with a time server. In Windows XP, this default setting can be verified from the Control Panel, Date and Time, on the Internet Time tab. For previous Windows versions, external software can be downloaded to perform this synchronization.

The IQFeed server does not include seconds in the time associated with ticks. This will not affect the creation of bars. However, it will cause the "tick time" display field value to appear without seconds.

Windows 98 users may receive an error message indicating a socket error has occurred. If this happens, run Windows Update and install support for Internet Explorer 6. This should resolve the error. If it does not, please contact NeuroDimension technical support.