Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: andrewNoah
About Contact
Joined: Jun 8, 2020 07:46 AM
Last Post: Jun 8, 2020 08:13 AM
Last Visit: Jun 8, 2020 11:02 AM
Website:  
Location:
Occupation:
Interests:
Avatar:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
andrewNoah has contributed to 1 posts out of 21196 total posts (0.00%) in 1,443 days (0.00 posts per day).

20 Most recent posts:
IQFeed API Questions » IQFeed API documentation source? Jun 8, 2020 08:13 AM (Total replies: 15)

Hello forum,

I am new to the IQFeed api.
I have been trying to find the proper documentation on how to usd the IQFeed API, but wasn't able to find one yet.
(The only source I got is the YouTube video from IQFeed, which doesn't show more in-depth information, and the pages shown in the video are not accessible now.)

1. Is there a relatively new and most up to date documentation to refer for developing with IQFeed API?

2. The main goal for me at the moment is to access the realtime Level 2 market depth data for Futures markets (i.e. CME Group) with Python programming language.

I have seen the IQFeed.CSharpApiClient for Python by mathpaquette on Github,
and was able to execute the sample python code which was uploaded in the repo: https://github.com/mathpaquette/IQFeed.CSharpApiClient/blob/master/docs/USING-WITH-PYTHON.md

However, I have no idea on where to start looking at to implement the Level 2 data streaming with this repo.

- Does anyone have a basic sample code for using the Streaming.Level2 api with IQFeed.CSharpApiClient?

- If not, can anyone guide me to some starting points on how to use the IQFeed.CSharpApiClient in python?

Currently, I am stuck at this level:

# Python v3.7.7
# Windows 10 x64
import sys
import clr

assembly_path = r"~my_path_to\IQFeed_CS"
sys.path.append(assembly_path)
clr.AddReference("IQFeed.CSharpApiClient")

from IQFeed.CSharpApiClient import IQFeedLauncher
from IQFeed.CSharpApiClient.Streaming.Level2 import Level2ClientFactory
from IQFeed.CSharpApiClient.Streaming import Level2
from IQFeed.CSharpApiClient.Streaming.Level2 import Messages
from IQFeed.CSharpApiClient.Streaming.Common import Messages


IQFeedLauncher.Start("my_id", "my_pw", "dev_id")

level2Client = Level2ClientFactory.CreateNew()

level2Client.Connect()

level2Client.ReqWatch("@BTC#")

...


Thank you in advance.

Sincerely,

Andrew.


Time: Mon May 20, 2024 11:19 AM CFBB v1.2.0 4 ms.
© AderSoftware 2002-2003