IQFeed: Difference between revisions
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When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when their data is requested. | When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when their data is requested. | ||
The latest version of IQFeed client can be downloaded [http://www.iqfeed.net/index.cfm?displayaction=support§ion=download here]. | The latest version of IQFeed client can be downloaded [http://www.iqfeed.net/index.cfm?displayaction=support§ion=download here]. | ||
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#* Check '''Only within symbol's sessions''' to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings → '''Sessions''' tab. | #* Check '''Only within symbol's sessions''' to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings → '''Sessions''' tab. | ||
# In the '''Historical Data section''' check the '''Build minute and daily bars based on tick data''' box to request only tick data from IQFeed servers and build all other resolutions out of tick data.<div class="important">IQFeed provides less tick data compared to minute or daily data. Do not enable that option if minute and daily data is needed as it will result in fewer bars on chart.</div> | # In the '''Historical Data section''' check the '''Build minute and daily bars based on tick data''' box to request only tick data from IQFeed servers and build all other resolutions out of tick data.<div class="important">IQFeed provides less tick data compared to minute or daily data. Do not enable that option if minute and daily data is needed as it will result in fewer bars on chart.</div> | ||
# In the '''Real-Time section'''check the '''Generate a new Ask/Bid tick if Trade changes''' box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes. | # In the '''Real-Time section''' check the '''Generate a new Ask/Bid tick if Trade changes''' box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes. | ||
#* Check the '''Request trades only''' box to filter out the Ask/Bid updates without Trade ticks. | #* Check the '''Request trades only''' box to filter out the Ask/Bid updates without Trade ticks. | ||
<div class="note">To apply settings, restart all [[MultiCharts Processes]].</div> | <div class="note">To apply settings, restart all [[MultiCharts Processes]].</div> | ||
Revision as of 12:54, 2 July 2024
When the connection is set up correctly, MultiCharts brings up IQFeed software automatically when their data is requested.
The latest version of IQFeed client can be downloaded here.
To set up IQFeed data feed connection:
- In QuoteManager go to Tools → Data Sources. Select IQFeed and click the Settings. The IQFeed Data Feed Configuration window will open.
- In the Authorization section enter Login and Password.
- Check Filter extended trades supplied by the exchange to filter extended trades that the exchange sends even during short breaks within the session and it might lead to incorrect bars on the chart (spikes).
The filter is applied to historical and real-time data. - Check Only within symbol's sessions to apply the filter only within the symbol's session. The symbol's sessions are determined by the setting in the symbol's settings → Sessions tab.
- Check Filter extended trades supplied by the exchange to filter extended trades that the exchange sends even during short breaks within the session and it might lead to incorrect bars on the chart (spikes).
- In the Historical Data section check the Build minute and daily bars based on tick data box to request only tick data from IQFeed servers and build all other resolutions out of tick data.IQFeed provides less tick data compared to minute or daily data. Do not enable that option if minute and daily data is needed as it will result in fewer bars on chart.
- In the Real-Time section check the Generate a new Ask/Bid tick if Trade changes box to make snapshots of Ask/Bid streams and show them in MultiCharts only at the moment when a new Trade comes.
- Check the Request trades only box to filter out the Ask/Bid updates without Trade ticks.
To apply settings, restart all MultiCharts Processes.
Troubleshooting
If data is not plotted or plotted incorrectly, please open an identical chart in the IQFeed app, you can find the IQFeed Connection Manager on your Windows toolbar.
Right-click the IQFeed Connection Manager icon → Display Apps → Charts.
If charts are correct in IQFeed, but not in MultiCharts, check your data feed setting (see above), especially the use of the Build minute and daily bars based on tick data option.
