IQFeed Market Data Connector
DTN IQFeed Data Connector based on IQFeed Protocol v6.0.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| IQFeed Login | N/A | IQFeed account login ID. |
| IQFeed Password | N/A | IQFeed account password. |
| Set Bid/Ask Size For Currencies | true | This option allows to set predefined value for bid/ask size in case, when bid/ask price exists, but bid/ask size is not available. This option applies in Real-Time Mode and in Historical Mode. This option applies to currencies only (Instrument Type is FX). Default value for this option is true. |
| Predefined Bid/Ask Size For Currencies | 1 | Predefined value for bid/ask size in case, when bid/ask price exists, but bid/ask size is not available. This value applies in Real-Time Mode and in Historical Mode. This value applies to currencies only (Instrument Type is FX). Default value is "1". |
| Show Connection Options | false | Show/hide connection options. |
| Show Advanced Options | false | Show/hide advanced options. |
| IQFeed Client Executable File | C:\Program Files\DTN\IQFeed\IQConnect.exe | A path to the IQFeed Client executable file (IQConnect.exe). Default value is "C:\Program Files\DTN\IQFeed\IQConnect.exe". |
| Level1 Port | 5009 | Port number for getting Level1 data from IQFeed Client. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "5009". |
| Lookup Port | 9100 | Port number for getting Historical data and Symbol Lookup data from IQFeed Client. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "9100". |
| Admin Port | 9300 | Port number for getting current status of the feed and client connection statistics from IQFeed Client. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "9300". |
| Response Timeout | 30 | Response timeout (in seconds). Default value is 30 seconds. |
| Override Timestamps With Original Timestamps | false | This option allows to override timestamps of data messages using original timestamps of these messages. This option applies in Real-Time Mode and in Hybrid Mode. This feature can be useful in certain configurations. Also, it can help to avoid missed or duplicated data messages when using Hybrid Mode, at the moment of data recovery after unexpected disconnect. Default value for this option is false. |
Symbology
TBD