The IQFeed static/streaming provider with the Market Manager tool has just been published!

Wealth-Lab 6 customers and IQFeed subscribers, feel free to install it from the Extensions section.

Eugene Hello

Please add in IQFeed provider 3 minutes.

This good nonstandart time frame and faster's download and work then 1 minutes.

3M -> this 3,6,9,12,15 ... and better then 5M and 15M

And good create x64 IQFeed provider for big stock's

Hi,

QUOTE:
Please add in IQFeed provider 3 minutes.

I'll pass this on to the developer and let you know the verdict.

QUOTE:
And good create x64 IQFeed provider for big stock's

Unfortunately, 64-bit is not possible as the IQFeed client is COM-based.

QUOTE:
Please add in IQFeed provider 3 minutes.

Good news: the feature will be added. Check out for updates in your Extension Manager.

Thanks you :)

Good news.

We're testing a new IQFeed provider build to work in native WL6 64-bit.

Eugene Thanks.

I work with big data sets 6700 stock's, very need IQFeed for WL6 x64

Eugene Hello

Worn ( suffering ) out to switch between WLDx32 and WLDx64 :)

It's still being tested/bugfixed.

Important

The 64-bit IQFeed provider will be out after IQFeed releases IQFeed client version 4.8.

Eugene Hello

What about IQFeed for WLD x64 ?

IQFeed have 4.8.1.7 RC

Thanks I see but we're aiming at Release, not a Release Candidate. Despite it's marked as stable, API changes and stability fixes might happen.

When in doubt, please visit IQFeed's download section and check if the required release client version has been out or not yet.

fyi: I'm monitoring the IQFeed page for release notes, and we're subscribed to their mailing list as well.

IQFeed officially releases their client app version 4.8. This means that the wait for IQFeed x64 provider is almost over.

I wait :)

Use only WLD x64

Eugene if it possible, create Option, use Split data for IQFeed for Stock's

IQFeed datafeed have Split's, this good for intraday data and System test.

Anatoly,
Do you know that you can manually split a stock by right-clicking on its chart and selecting the appropriate option?

Use Split's in Adapter Setting ( Use IQFeed internal Split data ) ?

This Option have Yahoo provider, and this Option need for IQFeed provider.

Please enter a new support ticket for this IQFeed split handling feature.

Ok, I Create, Thanks :)

The IQFeed provider developer has been engaged in a large scale, high priority project for quite a while. Please bear with a little more delay; as I said, the delay is almost over.

IQFeed provider 1.3.1 has been released.

Highlights:

* Wealth-Lab 64-bit edition is now supported (IQFeed client 4.8 required)
* Compatible with IQFeed client v4.8

Please update using the Extension Manager.

Big Thank's !!! :)

Eugene Hello

Please add option use Splits ( on/off ) in WLD 6.4 for IQFeed

This critical for back test intraday stock system, IQFeed have stock Splits history



Ps. Daily data history Splited in IQFeed

Currently, there are no plans for this feature. Please create a support ticket so that your idea won't get lost in time.

I create ticket 21750 from 1/14/2012 - Split's for IQFeed, this ticket have grey color

Thanks. This year we'll be launching a new project, so the respective developer is unavailable. Next year there may be a window of time.

IQFeed provider has been updated to version 1.3.2.1:

* New: re-request symbols which failed during data update
* Fix: prevent hangups during data updates or in Strategy Monitor when the IQFeed server doesn't respond in a reasonable amount of time
* Fix: uninstalling the provider will not remove the shared Market Manager component

This is an important stability fix so please make sure to update if using the data vendor.

IQFeed provider has been updated to version 1.3.2.2:

* Fix: better fix for timeout issue for re-requested symbols that failed to update

This is an important stability fix so please make sure to update if using the data vendor.

IQFeed provider has been updated to version 1.4.0:

- New: Increased depth of historical data
- New bar scale: Second
- New: Static data API upgrade
- Change: switched to new server for time sync

IQFeed provider has been updated to version 2016.06:

- New: added support for Tick data
- Fixed: increased stability (provider crashed WL when IQFeed client was stopped from system tray)
- Fixed: Memory leak that occurred with IQFeed 5.2.1.0 client under some conditions (in provider version 1.4.1)

Hi!
WLD with IQFeed build 60 minutes first bar in US stocks session from 9-30 till 10-30 am in streaming mode. But on history first hour bar is from 9-30 till 10-00.

Hi,

As a workaround you might try to use the Market Manager to configure the open/close time.

Market Manager has standard configuration for US Stock Market 9-30 till 16-00

Note that this (first hour ends on 10am) is the way how IQFeed timestamps its data, it does not have to do with Wealth-Lab. That's why I suggested to experiment with reconfiguring the default market hours until you find satisfactory result e.g. 9:29:59...

But the simplest solution is to take 30-minute bars instead of 60-minute. They're compressed as you like. Voila.

60-minute bars have always been a point of contention.

Most providers use the "on the hour" convention for 60-minute bars, disregarding the market's opening time. Wealth-Lab takes into account the market's opening time and actually uses the first full hour of trading from the market's opening time. So, even with 30-minute bars, if you compress them to hourly bars, you'll still get 1030, 1130, 1230, etc. ending times.

The point is that Wealth-Lab's intraday bar compression is anchored to the market's opening time. Presumably, if you changed the market's opening time in the Market Manager to 0900, and compressed 30 min bars to hourly, you'd get compressed bars ending at 1000, 1100, etc., but of course, this could include the premarket data.

Long story short, it will be difficult to use WL and fight against WL's hourly bar convention. Consider using 30 minute bars and condition the strategy code to trade on the hour.

Questions on IQFeed for replacing Fidelity's Streaming Trade Data. IQ Feed subscription consists of "Core" and Add-Ons.

Is the core service adequate by itself for our typical (base stocks) trade data streaming?
Do we need to add-on NASDAQ & NYSE Level 1 feeds?

Advice from IQFeed subscribers would be a huge help to those of us who relied solely on Fidelity - Thanks for your help.

IQFeed Core Service ($92/month) is sufficient to get the static/streaming data.

UPDATE 07/29/2020: two additional services have to be purchased for $7/month each to enable real-time streaming:
. NASDAQ - Level 1
. NYSE - Level 1

Wealth-Lab does not use Level II data (an extra $20/month).

On the IQFeed extension page, click the link for a limited trial. As I recall it's a 3 to 5-day free trial, but you might have to pay something for exchange fees.

I have created a custom app that uses WL and streams Fidelity data. I only making live stock trades (manually) using Fidelity.

If I move from Pro to Developer and buy a DTN IQFeed subscription, it looks like I will have access to live Futures data, correct? If so, since Fidelity doesn't trade futures, what would be your recommendation for placing Futures trades?

Yes, you will have access to live Futures data if you purchase a subscription to Futures data. Their core service ($92) does not include Futures which is another $20/month according to IQFeed Core Service Fees page.

Another alternative (which we can discuss in the context of other forum topics just as your futures trading question) is Interactive Brokers. There is a turnkey solution for getting data from Interactive Brokers and automated order placement via IB from WLD created by a 3rd party. As you know, IB has wide coverage of futures across the globe. You might want to check out his forum replies and give it a try signing up for a free 10-day trial.

Following up with what I learned about IQFeed account configuration:

1) "Core Services" for $92/month provides 15-minute delayed service - It does stream the data (delayed), great for testing.

2) To get the equivalent tick data provided by Fidelity the following two Additional Services have to be purchased for $7/month each. These also cover the Exchange Fees to enable real-time streaming.
. NASDAQ - Level 1
. NYSE - Level 1
. Some may also need the NYSE/AMER (if you need symbols from the American Exchange not on the NYSE)

3) On when you pay for your account. The "Beginning Date" is a bit misleading. For example, beginning 7/27/2020 my account actually started streaming at midnight 7/28/2020 US Central Time.

3) Don't forget to set up the Market Manager tool if you want to confine the data to active market hours. http://www2.wealth-lab.com/WL5WIKI/kbMarketManager.ashx

The IQFeed Real-Time WLD extension performs far better than the Fidelity Data provider we had with WLP. It doesn't suffer problems like dropping back to delayed data during an active session...

Excellent. Thanks for the helpful post Richard. I've updated my post #38 above.

A little troubleshooting gem I'd like to repost here for the benefit of other IQFeed users. A user had constant errors with IQFeed data and charts only said "No data available":

[4] SPY !SOCKET ERROR! ConnectionReset
[3] QQQ String was not recognized as a valid DateTime. Line: 0, Message HTTP/1.1 400

He called IQFeed and they determined that Logitech has an updater that can cause problems. Once he turned off LG hub in the Task Manager > Services the problem was solved.

Market Manager does not show on my installed WLDev, and IQFeed does not show in my data manager. When I look for an extension for the Market Manager, I do not find it in extension. What steps can I take to configure / set up Market Manager?

The IQFeed installation link is in the topic's first post (along with MM instructions). The Market Manager will appear once you install IQFeed provider and restart WLD.

My install of IQFeed does not provide the company name of ticker symbols and only goes for 365 days. Is that because I'm on a trial period, or will that be permanent?

UPDATE: Well that's weird. Most IQFeed stocks suddenly have company names (Why didn't they have names initially?), but a few (e.g. LL "Lumber Liquidators") do not. Why is that? Is there another way to do a company name lookup in Wealth-Lab?

For possible trial data limitations you can talk with IQFeed support. As for 365 days, try this: Cannot get IQFeed historical data (post #12).

QUOTE:
My install of IQFeed does not provide the company name of ticker symbols

I'm showing company names. Strange that a trial would limit that request. Anyway, soon we'll have an upgrade for the provider with an option to limit intraday requests to only regular session hours and other items.

Edit:
Probable issue with SecurityName:
On-demand requests don't request the name because that requires a separate Fundamental data request. So, if you request a symbol for the first time by on-demand, the SecurityName won't be populated. At least for now, try create a DataSet and update it with the Data Manager to populate the Security Name.

Edit 2:
Even I'm getting mixed results. I'll work on this too!

QUOTE:
and only goes for 365 days. Is that because I'm on a trial period, or will that be permanent?

Just a trial limitation. Intraday history goes about about 13 years I'm seeing. Daily looks to be about 25.

QUOTE:
On-demand requests don't request the name because that requires a separate Fundamental data request.

Slightly offtopic but this limitation is found in other data providers - with the same resolution as Cone suggests (create a DataSet and update it first).

I was able to download the IQFeed.MS123_2017.06 WLE file and install the extension with WLD.

I just clicked the "download" button. It did *not* ask for any payment ($92/month).

Will this still work for getting the streaming 1-min and 5-min Nasdaq and Nyse real-time data ?

thanks

You've installed a so called Extension that enables connecting to and consuming IQFeed's data in Wealth-Lab. (On how to install or update Wealth-Lab extensions, check out this illustrated tutorial and/or the Wealth-Lab User Guide > Extension Manager.)

Setting up an account with IQFeed and paying the 3rd party data service a monthly subscription fee is a separate question.

For Cone's he IQFeed update:
For us Fidelity refugees:

1) Support 3, 5, 10....30 minute database creation as did the Fidelity provider.
2) Check to include off hours data or not. -- If you are using volume based indicators, low off hours volume messes it up.

I am having some success with IQFeed, but looking forward to the WLD provider update.

Thanks,

QUOTE:
1) Support 3, 5, 10....30 minute database creation as did the Fidelity provider.

??



2) Cone has this in the works.

Cone, thank you, I also discovered Market Manager in the Tools menu, that works too. That solved point 2. Awesome!
Having been thrown out of Fidelity with no notice on WLP which is a critical tool for me, I really appreciate your support.
It's looking like Wealth-Lab Developer and IQFeed are going to be a big step up.
Thank you

Right, the Market Manager filters out pre/aftermarket data. I misread your question as "extended trades" (Reg T).

I have moved from Pro/Fidelity to Dev/IQFeed and feel like I am experiencing slowness in my intraday streaming verses what I was getting with Fidelity. Truth is maybe i have never properly understood the relationship between streaming response and dataset creation.

For example, I use multi-scale workspaces and one of them has 4 charts with with each chart having either 60, 15, 5, 3 minute scale. To get the fastest response, would I then need to have 4 datasets with each having a different scale but the same symbols as the others?

I also have a workspace with Monthly Weekly Daily 60 min scales, does the mixture of daily and minutes matter?

Thanks

1. Disable on demand data update.

2. Create a DataSet for each of the intraday time frames (as well as Daily), update them and keep them up to date. Although the higher intraday bar scales could be derived from the 3/5 minute data, you're paying for the data anyway so why not? :)

IQFeed Provider 2020.8.13 is published. There are handful of changes, but the most noticeable ones are

New Data Manager IQFeed options tab!
o Option to display partial bars (especially for Daily)
o Option to filter intraday data for regular session (0930 - 1600)
o When regular session only is selected, Form T trades are filtered from streaming
o Option to Clear IQFeed Data. Should be used - but not required to be - when changing the regular session option

To work on:
o Support GetSessionOpen()
o Even with the regular session option selected, Form T trades that occur after 0930 can affect the intraday opening price. We're looking at possibly replacing opening prices for intraday data with the Daily open (historically)
o Option to connect to the same IQFeed client from multiple computers
o Handle a disconnect more gracefully (like when IQFeed client abruptly terminates when you log in from another computer)
o any others?

I have a subscription to DTN IQ Feed and have downloaded the IQ Feed Application and I have downloaded Wealth Lab Developer.
How do I connect DTN IQ Feed as a data provider to Wealth Lab Developer? Where do I find the extension and how do I add it to the list of data providers in the Wealth Lab Program?

Excellent job Robert!

QUOTE:
o any others?

These items have been requested but I haven't investigated into this yet, planning to do so sometime next month:

o Splits (EOD)
o News provider
o Fundamental provider

QUOTE:
Where do I find the extension and how do I add it to the list of data providers in the Wealth Lab Program?

The extension link is in the very first post of this thread.

On how to install Extensions please visit the Extensions section of our website. On how to install or update Wealth-Lab extensions, check out this illustrated tutorial and/or the Wealth-Lab User Guide > Extension Manager.

Each time WLD restarts, the Streaming Data Provider box for IQFeed in Preferences is unchecked. Using WLD version 6.9.24.1. Thanks.

Having encountered an error message or an issue, please always check out these pages first:

1. Known Errors
2. Open Issues

This is a known issue of 6.9.24 without resolution (but with a workaround) documented on the Open Issues page.

Thank you Eugene. Will bookmark the pages.

With 6.9.24, you just need to make it a habit to hit F12 for Preferences after startup and make the Streaming Provider selection.

Assuming WL6 is "set and forget", I wonder if marking WealthLabConfig.txt as read-only would help work around this nuisance?