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IQFeed

Note Note

In addition to the source settings in S#.Data , the connector should be configured, as described in the clause IQFeed configuration.

hydra settings IQFeed

IQFeed

  • Real-time data - to download data in real time or history.
  • Download the instruments from the IQFeed site - whether to download the full set of instruments from the IQFeed site archive. If disabled, the instruments must be looked up through a search.
  • Security types - a list of instruments types for obtaining data.

IQFeed (history)

  • Start date - from which date to begin data downloading.
  • Day offset - time shift as the number of days from the current date. Required to prevent downloading of incomplete data in the current trading session.
  • Weekend - to ignore weekends and holidays (do not download data).

IQFeed (connection)

  • Level1 address - server address for downloading data on Level1.
  • Level2 address - server address for downloading data on Level2.
  • Lookup address - server address for downloading historical data.
  • Admin address - server address for downloading service data.

Main

  • Start date (candles) - from which date to start downloading data.

  • Start date (ticks) - from which date to start downloading data.

  • Header - the header of the task.

  • Work from - source work start time.
  • Work until - source work stop time.
  • Work interval - interval of source work.
  • Data directory - data directory, where the resulting files will be saved in the S# format.
  • Format - data format: BIN/CSV.
  • Max. errors - the maximum number of errors to achieve that task will be stopped. By default 0 - number of errors is ignored.
  • Dependency - task that must be executed before the start of current task.
  • News - to download news.
  • Logging level - logging level.
  • Level1 fields - supported first level market data fields.

Connection - connection properties (see Connection properties section).

Before starting the data acquisition, it is necessary to download and select the necessary instruments, as described in the clause First start.