Error: I'm afraid this is the first I've heard of a "article;_CCNA" flavoured Blosxom. Try dropping the "/+article;_CCNA" bit from the end of the URL.

Sat, 23 Dec 2006

IQFeed Provider for SmartQuant

I've recompiled the IQFeed Utilities to run with QD 2.3.3 and DC 2.1.5. The OneUnified.IQfeed.dll file is used for linking up to IQFeed for obtaining real-time Quote/Trade/Depth streams for QuantDeveloper.

The IHistory interface, is as of yet, still unimplemented. I'll see about rectifying that over the Chrismas Break. Hopefully.

The IQFeed client I'm currently using is IQFeed Client 4.2.0.2.

In the zip file is a test program called ticker.exe. It provides visibility into real-time data in three formats:

• A Level I ticker tape stream modelled upon Thomas Carr's 'The Tape-Reading Edge' in July 2005's issue of Technical Analysis of Stocks and Commodities.
• A Level II chart showing buy-side and sell-side Market Makers.
• A Level II price chart modelled after Interactive Brokers book chart.

IQFeed provides Level II data only on Nasdaq traded instruments.

One usage note, I'm not certain if I've done the simple thing of converting symbols into upper case yet in the ticker program, so you may need to enter them manually as upper-case before clicking on one of the buttons on the left hand menu.

In the ticker program, when viewing the Level II price action, there is one bug which occurs when the Bid overlaps the Ask. The overlapped level will show price counts incorrectly. #