Getting started

The application SampleIQFeed shows an example of working with IQFeedTrader as shown in the figure below. The example source code is in the Samples/IQFeed folder of the installation package.

1. First, you need to create an instance of the IQFeedTrader:

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   Trader = new IQFeedTrader();

2. Next, you should subscribe on required IQFeedTrader events:

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   // subscribe on connection successfully event
   Trader.Connected += () =>
   {
       Trader.RegisterNews();
   
       // update gui labes
       this.GuiAsync(() => ChangeConnectStatus(true));
   };
   Trader.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));
   
   // subscribe on connection error event
   Trader.ConnectionError += error => this.GuiAsync(() =>
   {
       // update gui labes
       this.GuiAsync(() => ChangeConnectStatus(false));
   
       MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
   });
   
   // subscribe on error event
   Trader.Error += error =>
       this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));
   
   // subscribe on error of market data subscription event
   Trader.MarketDataSubscriptionFailed += (security, msg, error) =>
       this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(msg.DataType, security)));
   
   Trader.NewSecurity += security => _securitiesWindow.SecurityPicker.Securities.Add(security);
   Trader.NewNews += news => _newsWindow.NewsGrid.News.Add(news);

3. Then you need to establish the connection:

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   Trader.Connect();

4. The subscription to the news in the event handler will be done after a successful connection:

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   Trader.RegisterNews();

   After this operation the following events should be expected:

   1. SecuritiesChanged – instrument change (last price, best bid/ask price, etc.).
   2. MarketDepthsChanged – order book change, requested through RegisterMarketDepth(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes, NullableInt32) method.
   3. NewTrade – new ticks on instruments subscribed by using RegisterTrades(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) method.
   4. NewNews – news.

5. Instruments search (in more detail):

   
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   private void FindClick(object sender, RoutedEventArgs e)
   {
       var wnd = new SecurityLookupWindow { Criteria = new Security { Code = "AAPL" } };
   
       if (!wnd.ShowModal(this))
           return;
   
       MainWindow.Instance.Trader.LookupSecurities(wnd.Criteria);
   }

6. For updates on the selected instrument and ticks you need to use the RegisterSecurity(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) and RegisterTrades(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) methods, respectively:

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   private void Level1Click(object sender, RoutedEventArgs e)
   {
       TryInitialize();
   
       foreach (var security in SecurityPicker.SelectedSecurities)
       {
           var window = _level1Windows.SafeAdd(security, s =>
           {
               // create level1 window
               var wnd = new Level1Window
               {
                   Title = security.Code + " level1"
               };
   
               // subscribe on level1
               MainWindow.Instance.Trader.RegisterSecurity(security);
   
               wnd.MakeHideable();
               return wnd;
           });
   
           if (window.Visibility == Visibility.Visible)
               window.Hide();
           else
               window.Show();
       }
   }

7. To request updates on the order books you need to use the RegisterMarketDepth(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes, NullableInt32) method:

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   private void DepthClick(object sender, RoutedEventArgs e)
   {
       var trader = MainWindow.Instance.Trader;
   
       foreach (var security in SecurityPicker.SelectedSecurities)
       {
           var window = _quotesWindows.SafeAdd(security, s =>
           {
               // subscribe on order book flow
               trader.RegisterMarketDepth(security);
   
               // create order book window
               var wnd = new QuotesWindow
               {
                   Title = security.Id + " " + LocalizedStrings.MarketDepth
               };
               wnd.MakeHideable();
               return wnd;
           });
   
           if (window.Visibility == Visibility.Visible)
               window.Hide();
           else
               window.Show();
   
           TryInitialize();
   
           TraderOnMarketDepthChanged(trader.GetMarketDepth(security));
       }
   }

8. For the trade history getting on the specified date the IQFeedTraderGetHistoricalLevel1(SecurityId, DateTimeOffset, DateTimeOffset, Boolean) method should be used:

   
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   var ticks = MainWindow.Instance.Trader.GetHistoricalLevel1(_security.ToSecurityId(), date, date.AddDays(1), out isSuccess);
   
   this.GuiAsync(() =>
   {
       BusyIndicator.IsBusy = false;
   
       L1Grid.Messages.Clear();
       L1Grid.Messages.AddRange(ticks);
   });

9. For the candles history on instrument getting on the specified period the IQFeedTraderGetHistoricalCandles(Security, Type, Object, Int64, Boolean) method should be used:

   
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   var messages = MainWindow.Instance.Trader.GetHistoricalCandles(_security, typeof(TimeFrameCandle), (TimeSpan)TimeFramePicker.SelectedValue, (DateTime)DateFromPicker.Value, (DateTime)DateToPicker.Value, out isSuccess);
   Chart.Reset(new[] { _candlesElem });
   foreach (var message in messages)
       Chart.Draw(_candlesElem, message.ToCandle(_security));