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Newest IQFeed plugin (4.0.4) is available here

IQFeed plugin Version 4.0.4 (32-bit)

IQFeed plugin version 4.0.4 (64-bit)

 


To use this plugin you have to download and install
newest IQFeed API client setup (version 5.0.0.14)

How to setup database with IQFeed VIDEO TUTORIAL:

http://www.amibroker.com/video/IQFeed.html

Startup Fee: WAIVED! (Normally $50)
IQFeed Basic Service: $68/month *
IQFeed RT US Futures & Futures Options: $20/month* (Normally $30/m)
RT US Stocks & Canadian Stocks: Included
IQFeed RT Equity Options: add $50/month
IQFeed RT International Futures: add $25/month

*Exchange Fees Extra for Real-Time Data, consult IQFeed web site for any changes in pricing.

CLICK HERE to subscribe with this special offer

LIMITS:

1. The total number of symbols in your IQFeed database must NOT exceed your IQFeed subscription limit (by default 500 symbols)

2. You can not use more than 5 million ticks/bars per symbol due to problem in IQConnect.

TUTORIAL: HOW TO USE AMIBROKER WITH IQFEED REAL TIME DATA

IMPORTANT! In order to install newest IQFeed plugin you have to download the plugin file (IQFeed.dll) and copy it into "Plugins" subfolder in AmiBroker directory.

Change log:

Version 4.0.4 (32-bit): (December 20, 2011)

For AmiBroker x64 users, version 4.0.4 (64-bit)

V4.0.4 CHANGES (as compared to version 4.0.3)
- implemented backfill queuing
- number of simultaneous backfill requests set back to 4 (now thanks to backfill queuing requests are recorded and never lost)
- stability fixes

 

V4.0.3 CHANGES (as compared to version 3.0.1)
- IQFeed plugin uses new faster IQFeed API (4.8.1), downloads less and uses way more efficient method to backfill 1/5/15-second base time intervals
- Added support for pre/after hours Level-1 stream. By default it is turned on. Can be turned off via Configure (uncheck “Use Extended Trading Last field”)
- added "You can't close plugin window" on attempt to close working IQFeed window.
- IQFeed plugin now can use upto 8 simultaneous backfills


V3.0.1 CHANGES (as compared to version 3.0.0)
Removed limit of backfill length (full intraday history provided by IQFeed can be downloadeds)

V3.0.0 CHANGES (as compared to version 2.0.2)
Implemented tracking of streaming symbols accross multiple clients via S,STATS
Uses new method of staring up IQFeed (command line), asynchronous operation (no wait for plugin)
Aux fields initialized properly to zero
Native 64-bit version implemented

IMPORTANT: this plugin uses NEW IQFeed Client 4.7.1.3
http://www.iqfeed.net/iqfeed_client_4_7_1_3.exe
or higher. Older Client API versions may not work.

Version 2.0.2: (April 20, 2010):

Included with AmiBroker 5.30 (already included in the setup of AmiBroker 5.30)
tested and working with IQFeed API IQFeed API client setup (version 4.7.0.9)

Version 1.9.3: (Feb 27, 2009):

  • fixed backfill problem with 5-second and 15-second base time intervals

Version 1.9.2: (Oct 26, 2007):

  • last update time now uses IQFeed timestamp instead of local clock and this prevents chart refresh stall occuring sometimes when clock on local machine and on IQFeed end are not synced.

Version 1.9.1: (Aug 20, 2007):

  • fixed 'tick' base interval mode
  • fixed access violation that occurred when switching base time interval for existing database
  • other minor fixes

Version 1.9.0: (June 5, 2007):

  • implemented support for Mixed EOD/Intraday mode (to turn it on go to File->Database Settings->Intraday settings and check "Allow mixed EOD/Intraday data"
  • implemented support for tick/5-second/15-second base time interval - this REQUIRES support for second resolution on IQFeed servers which is due to release June 16th, 2007.

Version 1.8.2: (May 26, 2007):

  • compiled with new API
  • minor fixes in detecting drops in cumulative volume value

Version 1.8.1: (April 13, 2007):

  • fixed problem with negative volume occuring on thinly traded symbols
  • force backfill now actually re-backfills all quotes
  • added 'waiting for timestamp from IQFeed' message to the startup procedure

Version 1.8.0: (February 22, 2007):

  • updated to support new IQFeed API 4.2.0.7
  • support for long intraday backfills (8+ months)
  • shutdown / reconnect procedure clears internal data cache now
  • added extra checks for Level-1 socket connection
  • some other minor improvements

Version 1.7.0: (September 8, 2006):

  • updated to support new IQFeed API 4.1.2.0
  • socket code completely rewritten to use asynchronous sockets instead of multiple threads and synchronous sockets
  • backfills are now much faster and less CPU hungry
  • during backfill AmiBroker charts are refreshed after arrival of every 5000 bar packet which gives better user-experience (no need to wait until entire backfill is completed

Version 1.6.0: (January 14, 2006):

  • updated to support new IQFeed API 4.1.0.0
  • "IQConnector.exe" no longer needed because API 4.x does not have shutdown bug anymore

Version 1.5.5: (June 9, 2005):

  • plugin does not remove last data bar when off-line

Version 1.5.4: (March 30, 2005):

  • plugin now uses time stamp sent via "T" updates by IQFeed instead of time() function from C runtime library to avoid problems with differences in daylight saving changes in different time zones

Version 1.5.3: ( June 8, 2004 )

  • modified historical request format according to new 2.3.0.1 API specifications
  • requires the newest IQFeed client 2.3.0.1 (released June 8, 2004)

Version 1.5.2: ( April 20, 2004 )

  • added protection against invalid (zero) data sent by IQFeed in OHL fields during pre-market hours. This version works with OLD IQFeed client 2.2.7.x

Version 1.5.1: ( April 20, 2004 )

  • bad data filter adjusted to work better with not-so-heavily traded symbols
  • filter settings changes are now stored in the registry

Version 1.5.0: ( April 19, 2004 )

  • bad historical data filter implemented - please note that bad tick filter settings apply AFTER BACKFILL
  • changes in DST handling

Version 1.4.3: ( March 29/30, 2004 )

  • daylight-saving-time problem fixed

Version 1.4.1: ( January 23, 2004 )

  • implemented special small 'iqconnector' application to workaround problems with DTN's connection manager

Version 1.4.0: ( January 6, 2004 )

  • implemented workaround to retrieve volume values for records that IQfeed does not send trade volume, by calculating the difference in cumulative volume field that is sent always.
  • IQFeed API RemoveClientApp function is not called at all now because it was causing 100% CPU usage. This addresses problems with switching databases and should provide better co-operation with QuoteTracker
  • implemented workaround to problem with inconsistency between day history response and Q records sent for Globex futures

Version 1.3.3: ( October 7, 2003 )

  • implemented workaround for missing date of update in Q records sent by IQFeed for symbols like TICK, NASTRIN.

Version 1.3.2: ( July 3, 2003 )

  • fixed EOD backfill problem

Version 1.3.1: ( June 21, 2003 )

  • fixed 'one-bar problem' in EOD mode

Version 1.3.0: ( June 21, 2003 )

  • worked around IQFeed Connect inability to register more than one client application of the same name
  • other minor fixes

Version 1.2: ( June 20, 2003 )

  • now plugin supports 5 simultaneous backfills for better responsivity

Version 1.1: ( June 19, 2003 )

  • backfill code rewritten to low-level TCP/IP for better stability and reliability, bypassing IQFeed high-level functions that caused problems in previous version.
  • cumulative volume problem fixed
Version 1.0: initial beta release

One-time setup

IMPORTANT: IQFeed provides unfiltered data. This means that no tick is filtered out therefore you may see a lot of bad ticks. This will change when IQFeed implements bad tick filter.

If you don't have IQFeed CONNECTION MANAGER already installed you have to install it first. You can download newest IQFeed API client setup (version 4.8.1.7)

Setting up with IQFeed VIDEO TUTORIAL:

http://www.amibroker.com/video/IQFeed.html

To use AmiBroker with IQFeed you will need to perform a one-time setup described below:

  • Run AmiBroker
  • Choose File->New database
  • Type a new folder name (for example: C:\Program Files\AmiBroker\IQFeed ) and click Create as shown in the picture below:
     


  • Choose DTN IQFeed data Plug-in from Data source combo and "Enable" from Local data storage
  • Now choose Base time interval. Select 1-minute
  • Enter appropriate number of bars to load:
    100000 for 1-minute database to get max history (8 months) available from IQFeed
  • Click on "Intraday Settings". Check "Allow mixed EOD/Intraday data" box. Click OK
  • Click OK.

From now on your AmiBroker reads quotes directly from the IQFeed.

Adding symbols

To add symbols just use Symbol->New menu and enter comma separated list of ticker symbols you want to add.

Showing real time quote window

AmiBroker RT features real-time watch window that allows you to watch streaming quotes. To show this window choose View->Realtime Quote menu. (see image to the right ---->)

To add symbols to Realtime quote window you either double click on the symbol tree or use right mouse button menu Add to Realtime quote option as shown in the picture above.

 

Working with real time quote window

The RT quote window provides real-time streaming quotes and some basic fundamental data. It is fairly easy to operate as shown in the picture below.

 

 

 


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