I use a charting platform that uses IQFeed. When a bar closes it gives me total volume and then breaks that down to volume traded at the bid and ask (not Upticks and Downticks). Is there any way I can get this exact data direct from IQFeed using DDE, or do I need to write a custom app using the API? I am trying to import this data into a trading platform which does not have this data available to it natively. Any suggestions on how to get this data on a time basis?

Thanks!

Hello Tradebuster,

Incremental volume that occured when the trade price was at the bid v. volume that occured when the trade price was at the ask was a computed feature of the software that you were using - those are not readily available as specific fields in IQFeed data. If you do not want to use that software, you are correct that you would need to write a custom app.

You may want to check out our Developer Support services at:
http://www.iqfeed.net/index.cfm?displayaction=developer§ion=main
There is also a list of the data fields there that are available in IQFeed.

Thanks DTN_ToddH! Is there a place where I can find a listing of developers who can write a custom app for me using the IQFeed API?

Hi,

I am sorry, but we do not have a list of developers to recommend.