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Field List of IQFeed Realtime Data

Asked by Rui Zhang on 20 Mar 2017
Latest activity Edited by Andrei on 11 May 2019 at 20:32
Hi,
I am getting IQFeed realtime data via MATLAB using a built-in function 'realtime'. As the data format is 1x67 cell for each record, I do not know the meaning of each column in one record. Could you please give me the field list for these 67 columns of data?
I also want to know the data sending frequency. I got one more question is when will you send me a new data (I mean what is the minimum difference between the adjacent data).
Any help is appreciated!

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2 Answers

Answer by D.W. Stratford on 14 Apr 2017

Rui, hello, let me know if you have made any progress on this issue. I have also encountered it as well. I am quite frustrated as IQFeed has informed Math Works has prohibited IQFeed from supporting Matlab users with any advice whatsoever regarding the use of Matlab with IQ-Feed data.

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I got no idea in MATLAB and decided to use python.

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Answer by Andrei on 11 May 2019 at 20:27
Edited by Andrei on 11 May 2019 at 20:32

Matlab doesn't have a robust IQFeed library ... multiple cases opened, with a couple of conclusions:
1) IQFeed might sporadically work (not consistent) in conneting and downloading historical data. And when I mean consistent, I mean - leave it running in a loop for a couple of hours / days.
2) Matlab's IQFeed implementation (as of 2018, but nothing changed in r2019) is in no way shape or form fit for real-time data aquisition through IQFeed due to internal library implementation / limitations.
I cost me half a year's IQFeed subscription to end up working with some (brilliant otherwise) Matlab support engineers ... just to end up with the dissapointing conclusion that Matlab IQFeed implementation is not fit for the stated purpose: {Intraday tick, historical, and news data from IQFEED® data server}. One would think realtime is assumed with intra-day (and this was the expectation including from the Support Engineer), well it doesn't work.
Also, please bear in mind IQFeed is specifically designed and used for real time data aquisition & trade decision making, as well as historical data analysis.
Also, think about this in a different manner: if Matlab's own IQFeed was working, then you wouldn't have Yair selling his own implementation as a subscription under:

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