IQFeed (Legacy) Market Data Connector
DTN IQFeed Legacy Data Connector based on IQFeed Protocol v5.1.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| IQFeed Login | N/A | IQFeed account login ID. |
| IQFeed Password | N/A | IQFeed account password. |
| Bar Size | 1I | Time interval of the bar. Sets the length of each time bar. The interval size of the intraday bars can be set to as low as one second and to as high as one hour (60 minutes). The interval size of the daily bars can be set to one day. Default value is "1 Minute". |
| Rate Limit For Historical Requests | 50 | Rate limit for historical data requests (number of requests per second). Currently IQFeed has a rate limit for historical data requests - 50 requests per second. In certain configurations Aggregator process can be configured in a way, when it will use several historical threads to get data. In these configurations rate limit for each historical thread should be set properly, the total amount of historical data requests per second should not exceed global IQFeed limit. Rate Limit For Historical Requests = Math.Floor(50 / Number Of Historical Threads) Default value is 50 requests per second. |
| Skip Out Of Order Messages | true | Select this option if you want to skip messages with a timestamp which is older than the latest preceding message timestamp by more than allowed queue depth. If this option is selected, such messages will be skipped with an appropriate notification. Otherwise, the process will be halted in case of getting such invalid data message. Default value for this option is true. |
| IQ Connect Executable File | C:\Program Files\DTN\IQFeed\IQConnect.exe | A path to the IQ Connect executable file (IQConnect.exe). Default value is "C:\Program Files\DTN\IQFeed\IQConnect.exe". |
| Main Port | 5009 | Main port number for connecting to IQ Connect. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "5009". |
| History Port | 9100 | History port number for connecting to IQ Connect. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "9100". |
| Admin Port | 9300 | Admin port number for getting current status of the feed and client connection statistics from IQ Connect. Change this value only if you have changed it in the Windows Registry when installing IQFeed Client. Default value is "9300". |
| Show Advanced Options | false | Show/hide advanced options. |
| Override Timestamps With Original Timestamps | false | This option allows to override timestamps of data messages using original timestamps of these messages in Real-time 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. |
| 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 can be applied to currencies only (Instrument Type is FX). Default value is "1". |
| Response Timeout | 60 | Response timeout (in seconds). Default value is 60 seconds. |
| Historical Connection Timeout | 60 | Historical connection timeout (in seconds). Default value is 60 seconds. |
| Long Waiting For A Response | true | Enables long waiting for a response from the server in the Historical Mode. In certain configurations, when the historical request has been sent, waiting time of the first response from the server may exceed specified Historical Connection Timeout. This option allows to turn on long waiting for a response (applies to the first response only). Default value for this option is true. |
| Ignore Errors In Historical Mode | false | Select this option if you want to ignore errors, which could happen during getting historical data from IQFeed in Historical Mode. If this option is selected, any errors which could happen during getting historical data from IQFeed for a specific symbol will be ignored. If it happens, the symbol will be skipped with an appropriate notification. The process of getting data for other symbols will not be halted. Note that if this option is turned on, the process can be completed successfully even if in fact historical data for all symbols were not downloaded at all or were downloaded with errors. Default value for this option is false. |
Symbology
TBD