DTN IQFeed provides extensive information on many tradable instruments (including stocks, options, futures and SSFs, funds, bonds, indices, currencies and more) from several dozen listed markets.
- Supports all scales: Daily, minute, second, and tick intervals
- IQFeed is a fast and reliable source to drive Quotes, Charts, and the Strategy Monitor
- Use IQFeed as a primary or backup data provider
- More info on limited trial see here
Requirements: Download and install IQFeed Client Software
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
- Fixed volume for n-Second intervals; previously returned session cumulative volume.
- Fixed tick requests that were erroring out in some cases.
- Fix - tick charts adjusted for market time zone, previously always Eastern time.
- Fix - partial bars for markets that were not using Eastern Time.
- BarHistory returns with the correct MarketDetails.
- Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
- Fixed partial bar initialization for streaming. Background: IQFeed changed the way it timestamped the partial bar. The WL8 IQFeed provider will handle both timestamp behaviors in case it changes again.
- The embedded resource used to split older intraday histories was overlooked in the migration to Verison 8. Refresh intraday histories for split adjustments.
- Initial WL8 release.
- Changed request method back to date range to avoid requesting bars that are not required.
- Skip unnecessary requests for expired futures contracts for which data is already cached if the contract expired more than 3 months ago (approximately).
- Changed method to request Daily bars to "Max Days" instead of using specific dates.
- Added a new IQFeed configuration option to enable parallel historical updates. Note: we had disabled parallel updates in IQFeed Build 10 due to excessive memory usage that could lead to crashes when updating large amounts of intraday data.
- Added documentation for using fundamental values available from IQFeed to the Help (F1).
- Added logic to create IQFutureSymbolSpecs.txt in the WealthLab7 User data folder. See Help for using these data.
- Changes to adapt to WL7 framework changes in Build 42.
- Fixed parsing error for specific records.
- Avoid requesting entire intraday history when a Max Bars Data Range is selected.
- Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
- Extend end date requests one day into the future to account for different time zones.
- Provider marked as not supporting parallel updates.
- Fixed streaming bar volume.
- Update to Splits Resource, primarily for symbol changes.
- Improve performance when canceling Data Requests.
- Streaming disconnect handling improvements.
- Fixed compatibility with IQFeed client version 6.2.x.
- Fixed an issue causing partial daily bar to sometimes not appear in streaming charts.
- Fixed streaming updates for index symbols.
- Password no longer visible in configuration interface.
- Fixed connection issue with newer DTN Client software
- Baseline release.