Getting Started

Developer support is reserved for registered developers only. An IQFeed developer can be reached primarily by email (unlimited support) or by chat (limited availability), or by posting in our forums.

Note: there is no phone support for API.

When you subscribe to the IQFeed API, you would have created an IQFeed.net login and password during registration, which is different that you Login or Product ID.

Log in here with that user name and password.

If you don’t know it, use the “email me my password” link, or contact IQFeed support to recover it.

 

From your app, launch iqconnect.exe with the -login-password-product and -version parameters.

  • -login and -password are your IQFeed login ID and password.
  • -product is your product ID.
  • -version is the version number of your app (not the version of IQFeed you wish to use).
  • All parameters are required.

Then you can make one or more socket connections and send API commands to them.

Click here for more details.

The IQFeed API has a versioned protocol, that operates separately from the version number of the IQFeed client software. By sending the command S, SET PROTOCOL, (protocol number) each time you connect to the API, you are telling the API which iteration of the protocol you wish to use. This allows you to integrate new IQFeed features into your custom app, at your own pace, or remain on a past protocol for as long as you wish.

The most recent protocol is 6.2. Protocol 6.1, 5.2, 5.1, 5.1 and 4.9 are still supported, and each has its own set of documentation found here.

It is advisable to use the most recent protocol, unless you have backwards compatibility-related or other reasons for using an older one.

Yes, if they are from the same machine. If you try to connect your login ID when it is already connected from a different computer, the first connection will be disconnected.

You would need a second login ID to connect from multiple computers at once at the same time (such as for production and testing environments). If you are interested in an additional login ID, please contact IQFeed Sales.

Data

Did you send a S,SET PROTOCOL command? If not, then you are using the default (oldest) iteration of the API, which has different syntax and message format than the most recent version specifies.

During regular trading hours (9:30 – 4:00), tick data is only available for the last 8 days, and API requests will not return anything older during that time. Outside regular trading hours, tick data requests for up to 180 days will be processed.

Historic minute data is available at all times. Historic data for intervals not divisible by 60 seconds are subject to tick data limitations.

In the IQFeed API History/Lookup port, daily requests (HDT/HDX) are back-adjusted for past splits. Ticks (HTT, HTD, HTX) and interval data (HIT, HID, HIX) are not back adjusted.

You can make no more than 50 historical requests per second. Any more than that will return a “too many requests” response.

Time-wise, there are no limits to how much data or how large a time range you can request.

Error Messages

The historical API only allows 50 historical requests per second. If you  make more than that, the API will respond this way. Make few requests or space them out over a longer period of time.

This means your request is valid, and you are entitled to the data, but no data matches your request. This is usually for one of these reasons.

  • The symbol was not traded during that time. This may be because markets weren’t open or it’s a thinly-traded commodity.
  • Your data/time range was entered erroneously (such as time range in the future, or when the End Date precedes the Begin Date). Please review it.

This means you have requested data for a symbol belonging to an exchange for which you need a data subscription.

Product

Yes, the API subscription does not include access to the data feed.

The API subscription should be considered an add-on to the normal DTN IQFeed subscription.

  • Register here
  • Complete the API Developer Agreement (step 5 of the registration) and send it to DTN by fax (402-255-3788) or email (sales@iqfeed.net)
  • Once DTN has received and process your Developer Agreement, an email will be sent to you with the registration details
  • You can now access the SDK on the developer site (login here), where you will find sample apps, API documentation, and all the information you need to integrate the IQFeed into your new or existing application

No. A subscription to DTN IQFeed is sold separately.

The DTN IQFeed API license is an annual agreement. Because the feed is tested and known to work, no refunds will be issued once access has been granted to the developer area. You may cancel your API subscription, but we cannot refund your annual fee.

Please contact our Sales Department for API pricing information.

The IQFeed API is software agnostic, meaning that it should work with any programming language that can make a socket connection.

Login here with your IQFeed login ID and password.