How do I get tick-by-tick historical data from iqFeed ?
5 views (last 30 days)
Show older comments
DONG Li on 10 Jul 2014
Answered: Yair Altman on 12 Jan 2020
How do I get tick-by-tick historical data from iqFeed API ?
Yair Altman on 12 Jan 2020
Consider using my IQML (IQFeed-Matlab) connector for this. IQML enables both synchronous (blocking) and asynchronous (background) queries for multiple symbols, that are fetched either serially or in parallel (using the Matlab Parallel Computing Toolbox). A simple usage example:
>> data = IQML('history', 'symbol','AAPL', 'dataType','ticks')
100×1 struct array with fields:
Timestamp: '2019-10-04 09:45:03.862626'
BasisDescription: 'Last qualified trade'
TradeMarketName: 'Nasdaq Trade Reporting Facility (NTRF)'
TradeDescription: 'Normal Trade'
IQML was developed with top performance, reliability and usability in mind. IQML supports 100% (repeat: 100%) of IQFeed's API functionality. It is fully documented, continuously maintained/improved, and I am happy to provide support.
Details: https://undocumentedmatlab.com/IQML or https://www.mathworks.com/matlabcentral/fileexchange/69814-IQML
Note: I am an independent software developer and not a MathWorks employee. Don't get angry at me for bringing an independent alternative to the table...
Find more on Transaction Cost Analysis in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!Start Hunting!