IQML User Guide
MATLAB connector to DTN IQFeed
Version 2.67
August 16, 2023
Fully compatible with:
Windows, Linux, Mac OS
DTN IQFeed 5.0 - 6.2
MATLAB R2008b - R2023a
© Yair Altman, Octahedron Ltd.
https://UndocumentedMatlab.com/IQML
Undocumented Matlab
The engineering choice for professional Matlab solutions
Table of Contents
2 Installation and licensing 6
2.2 Licensing and activation 7
2.3 Switching activated computers 9
2.4 Updating the installed version 9
3.2 Common request properties 13
3.3 Blocking & non-blocking modes 13
3.4 Common causes of confusion 14
4 Querying the latest market data 24
4.1 Snapshot (top of book) quotes 24
4.2 Fundamental information 35
4.5 Greeks, fair value, and implied volatility 51
4.6 Market summary data and scanner 56
5 Historical and intra-day data 64
5.6 Market summary data and scanner 89
6.4 Market depth (Level 2) 109
7.5 Streaming news headlines 123
8 Lookup of symbols and codes 127
8.7 Trade condition codes lookup 147
9 Connection, administration and other special commands 149
9.1 Connecting & disconnecting from IQFeed 149
9.4 Sending a custom command to IQFeed 158
9.5 Modifying IQFeed’s registry settings 159
10 Attaching user callbacks to IQFeed messages 160
10.1 Processing IQFeed messages in IQML 160
10.2 Run-time performance implications 164
10.3 Usage example – using callbacks to parse options/futures chains 165
10.4 Usage example – using callbacks for realtime quotes GUI updates 166
10.5 Usage example – using callbacks for realtime order-book GUI updates 167
11.4 Alert Editing or Deletion 176
13 Frequently-asked questions (FAQ) 182
15.1 Sample program screenshots 188
Appendix A – online resources 194
B.1 Complete change log (functional + documentation) 195
B.2 Functional change log (excluding documentation changes) 214