IQFeed by Aleksey

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Rebelion

#1
Is it possible to renew IQFeed provider for ticks transporting? Or is it possible to get sources of this provider for manual rework?
Thnxs.
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Eugene

#2
1 - Making no promises, but we may consider adding tick/second data support someday. Feel free to create a support ticket.
2 - No, this data provider is closed source.
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Rebelion

#3
So, will ticks data transporting be realized soon?
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Eugene

#4
Sorry, this not a priority currently.

Consider creating a support ticket so we could add your request to our queue.
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Eugene

#5
Starting from v1.4.0, the IQFeed provider now supports Second bar scale.

Ticks are NOT supported by the provider due to a certain complication. We do not plan to add tick support.
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Eugene

#6
Support for Tick scale is coming to our IQFeed provider's next version.
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Eugene

#7
Starting from v2016.06 IQFeed provider supports Tick data.
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WEALTHPRO25

#8
i installed the extension iqfeed but is the tick data free and i put the symbol spy, no chart came up, and also it only allows to put 1 tick scale,
i wanted 20,000 ticks on a daily chart. if iqfeed charges for feed any other data provider that we can use with wealth lab to get free tick data. thanks
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Eugene

#9
IQFeed has never been a free data source. As instructed by the IQFeed extension download page which you visited to install the provider, it requires installation of IQFeed client and paid subscription to IQFeed services to get any data. Limited free trial is available.

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kmc234

#10
Hi Everyone,

I am confused as to why the Fidelity data feed does not support sub-minute trading. When I turn on streaming it updates on what appears to be every tick, or at least every second.

I think one-second or even five-second intervals would be sufficient for what I want, which is to spot and take advantage of breakouts on stocks as they happen in real time. For example, news was released during the day about AMD and their Epyc chips and it caused a temporary surge in the price. However, the price moved a LOT in the first minute and a one-minute candle trading strategy would not have been adequate to properly take advantage of the situation. You either have to rely upon luck that it happens near the end of the minute or you have to be predictive, i.e. predict the high price in the next minute so you submit a limit sell order based on price (which might never fill and you get stuck selling at market in the next candle!)

My questions are twofold:
1) If the feed (like IQFeed) supports sub-minute data intervals, will the Execute() method of my strategy execute on that faster interval? (I am a programmer so I know how to optimize the logic to run quickly.)
2) Is there a way to trigger events in-between one-minute candles so that you can run code in response to say some kind of price event? The Wealth Lab Pro application obviously knows about the tick data since it updates the chart in what appears to be approximately real time during streaming from Fidelity.

Thanks!
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Eugene

#11
Hi Kevin,

1 - Even though Strategy windows will run on Tick or Second intervals with IQFeed ticks, Wealth-Lab was not designed nor optimized for HFT. Also note that with or without IQFeed data, Strategy Monitor will not work on sub-minute intervals.

2 - No. In WLP the process works as per this FAQ: Is it necessary to have access to intra-bar tick data to daytrade with Wealth-Lab?
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