how to get multiple stocks datafeed for IQFeed?
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Shaun Werkhoven on 11 Jul 2013
Answered: Yair Altman on 12 Jan 2020
how do I get data for multiple stocks simultaneously using IQFeed with the Datafeed Toolbox?
the main real time data function 'realtime' seems designed to get data on only 1 stock ... but IQFeed accounts are able to get a minimum of 500 stocks' data simultaneously.
Am I missing something here?
Yair Altman on 12 Jan 2020
I believe that the Datafeed Toolbox only allows specifying one symbol at a time. See here for example.
As an alternative, consider using my IQML (IQFeed-Matlab) connector. 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','XIV,AAPL,MSFT,GOOG', 'UseParallel',true);
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...
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