IQML User Guide

DISCLAIMER

1 Introduction

2 Installation and licensing

2.1 Installing IQML

2.2 Licensing and activation

2.3 Switching activated computers

2.4 Updating the installed version

3 Using IQML

3.1 General usage

3.2 Common request properties

3.3 Blocking & non-blocking modes

3.4 Common causes of confusion

3.5 Returned data format

3.6 Run-time performance

4 Querying the latest market data

4.1 Snapshot (top of book) quotes

4.2 Fundamental information

4.3 Interval bars

4.4 Market depth (Level 2)

4.5 Greeks, fair value, and implied volatility

4.6 Market summary data and scanner

5 Historical and intra-day data

5.1 Daily data

5.2 Weekly data

5.3 Monthly data

5.4 Interval data

5.5 Tick data

5.6 Market summary data and scanner

6 Streaming data

6.1 Streaming quotes

6.2 Regional updates

6.3 Interval bars

6.4 Market depth (Level 2)

7 News

7.1 Configuration

7.2 Story headlines

7.3 Story text

7.4 Story count

7.5 Streaming news headlines

8 Lookup of symbols and codes

8.1 Symbols lookup

8.2 Options/futures chain

8.3 Markets lookup

8.4 Security types lookup

8.5 SIC codes lookup

8.6 NAICS codes lookup

8.7 Trade condition codes lookup

9 Connection, administration and other special commands

9.1 Connecting & disconnecting from IQFeed

9.2 Server time

9.3 Client stats

9.4 Sending a custom command to IQFeed

9.5 Modifying IQFeed’s registry settings

10 Attaching user callbacks to IQFeed messages

10.1 Processing IQFeed messages in IQML

10.2 Run-time performance implications

10.3 Usage example – using callbacks to parse options/futures chains

10.4 Usage example – using callbacks for realtime quotes GUI updates

10.5 Usage example – using callbacks for realtime order-book GUI updates

11 Alerts

11.1 General Usage

11.2 Alert Configuration

11.3 Alerts Query

11.4 Alert Editing or Deletion

12 Messages and logging

12.1 IQML messages

12.2 IQFeed logging

13 Frequently-asked questions (FAQ)

1. Can IQML be used with other data-feed providers?

2. Does IQML impose limitations on historical data or streaming quotes?

3. Can I see a demo of IQML?

4. How does IQML compare to alternative products?

5. Does IQML come with an IQFeed or market subscription?

6. Does IQML send you any information?

7. How can I be sure IQML does not contain bugs that will affect my trades?

8. Is IQML being maintained? supported?

9. I saw a nice new feature in the online User Guide – can I get it?

10. What happens when the license term is over?

11. Can I transfer my IQML license to another computer?

12. I have a laptop and desktop – can I use IQML on both?

13. Can IQML be compiled and deployed?

14. Is IQML provided in source-code format?

15. Do you provide an escrow for IQML’s source-code? Is the source code for sale?

16. Is feature ABC available in IQML?

17. Can you add feature ABC in IQML for me?

18. Can you develop a trading strategy for me?

19. Does IQML include back-testing/charting/data analysis/algo-trading?

14 Troubleshooting

15 Professional services

15.1 Sample program screenshots

15.2 About the author

Appendix A – online resources

Appendix B – change log

Changelog

B.1 Complete change log (functional + documentation)

B.2 Functional change log (excluding documentation changes)