IQFeed by Aleksey

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kbellare

#1
I'm have a Daily interval strategy on futures, and need to monitor actively intra-bar for the current day (i.e. I have Limit Buy, Sell orders on current Bar - so I need it to continually evaluates the strategy during the day and issues signals middle of the day. Orders placed at Bar+1 deteriorate the performance).

Since TradingBlox has only End-of-day feed and doesn't support Strategy Monitoring, i'm looking at using IQFeed.

1) For Intra-bar monitoring, what interval feed should I use with IQFeed - 10min or 15min is sufficient for my strategy. How do i configure Wealth-Lab platform, so it evaluates intra-bar?

2) I didn't find a IQFeed wle file. How do i integrate the download exe file into Wealth-lab, to make it a data provider?

Kiran
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Eugene

#2
1) Wealth-Lab does not evaluate anything "intrabar". FAQ: Is it necessary to have access to intra-bar tick data to daytrade with Wealth-Lab?

Apart from the need to have a paid subscription to IQFeed, setting up IQFeed's intraday data in the SM is no different from configuring it for use with the Fidelity intraday data, and is explained in the User Guide.

2) You have installed extensions before, it's all the same. Again, revisit the Wealth-Lab User Guide > Extension Manager and this Extensions HowTo.