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 Post subject: New IQFeed plug-in
PostPosted: Thu Mar 01, 2012 11:25 am 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6816
Hi all,

we are pleased to announce a beta of our new IQFeed plug-in.

You are welcome to download a dll from this location:

http://www.smartquant.com/iqfeed/OpenQuant.IQ.dll

We are waiting your comments!

Regards,
Anton


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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Mar 01, 2012 12:40 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
1) First off all you should install the latest version of Iqfeed_client, now it is version 4.8.1.7
I recommend you to reboot your PC for applying installation settings.
Next you need to get your authorization data: Login, Password and ProductId.
2) Copy OpenQuant.IQ.dll into your OpenQuant Bin folder, eg
C:\Program Files (x86)\SmartQuant Ltd\OpenQuant\Bin
3) Run OpenQuant and add adapter, for this go to Tools->Options->Providers->User->Add
and select OpenQuant.IQ.dll
4) Setup adapter and try to connect
Debug parameter prints advanced information of adapter working.
UseLevel2 currently not used
*****************************
If you have a trouble with connecting adapter, you should change settings for logging to IQFeed.
For this you should open command window and type regedit and than in Windows registry go to
HKEY_CURRENT_USER\SOFTWARE\DTN\IQFEED\Startup
Change value for parameter LogLevel to 1.
Do not forget old value,'cause LogLevel=1 will writing all data from IQFeed
Send logs from IQFeed and OpenQuant to this topic.
IQFeed logs placed in Documents\DTN\IQFeed\IQConnectLog.txt
OpenQuant logs placed in C:\Users\YourName\AppData\Roaming\SmartQuant Ltd\OpenQuant\Framework\logs\log.txt


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Mar 02, 2012 9:35 pm 
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Joined: Fri Apr 02, 2010 10:08 am
Posts: 44
Hi I do have my IQFEED username and password and can connect through my charting software without any issues.

What is the productID? I do not have that. And just using my username and password gives me an error. "try to Connect
error subscruibe No connection could be made because the target machine actively refused it 127.0.0.1:5009"



thanks
Geo


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Mar 02, 2012 11:23 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
geoarb wrote:
Hi I do have my IQFEED username and password and can connect through my charting software without any issues.

What is the productID? I do not have that. And just using my username and password gives me an error. "try to Connect
error subscruibe No connection could be made because the target machine actively refused it 127.0.0.1:5009"



thanks
Geo

You can read about ProductID here http://www.iqfeed.net/dev/api/docs/InitializingTheFeed.cfm
If you have not ProductID please contact to IQFeed support.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 12:39 am 
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Joined: Fri Apr 02, 2010 10:08 am
Posts: 44
Thanks. Maybe I am misunderstanding something. Since this is an officially supported plugin, I was assuming that the productid would be something openquant would have as they are the developers of this DLL. Its their product not ours :)

They would pass it hidden, straight to DTN during connection hence identifying the dll owner without us knowing that information. That is what I think happens with other vendors like Ninja or Multicharts. The product developers have a product id. We as end users put our login info in. That is how DTN identifies the developer as well as the end user.

Are all customers of openquant using this dll required to get unique product ids? I would appreciate some clarification. The link you sent me wants me to register for $300 a year as a developer and wants to know what language I develop in. All customers of openquant will have the same product ids and different usernames in my understanding.

thanks
Geo


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 1:06 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
I provide text from this link:
Quote:
The bare minimum that your application needs to supply to IQConnect.exe is your registered product ID that you were assigned when registering for the feed and the version number of your application. If you haven't supplied this information when the login dialog is displayed to the user, they will not be able to connect.

PS Version number of your application is not important and can be any. At result Version number was coded into adapter.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 1:27 am 
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Joined: Fri Apr 02, 2010 10:08 am
Posts: 44
I just got off the phone with IQFEED product support.

They said I can only get a product id if I pay 300 a year and I am coding/developing my own plugin.

If I am using Openquant's dll then they should be embedding the product id in their product and I only should be putting in username and password. They suggested that the developer of the dll call them to clarify that.

thanks

Geo


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 3:19 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
geoarb wrote:
I just got off the phone with IQFEED product support.

They said I can only get a product id if I pay 300 a year and I am coding/developing my own plugin.

If I am using Openquant's dll then they should be embedding the product id in their product and I only should be putting in username and password. They suggested that the developer of the dll call them to clarify that.

thanks

Geo

You are right. Now adapter in beta status and for this moment it need ProductID.
In near future ProductID will be coded into adapter.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 3:30 am 
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Joined: Fri Apr 02, 2010 10:08 am
Posts: 44
thank you. I will wait for that version.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 8:54 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
I have this productID and I was able to connect, but I could not get historical data for AAPL properly.
I used this code to check the data:

Code:
using System;
using System.Drawing;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyStrategy : Strategy
{
   public override void OnStrategyStart()
   {
      Console.WriteLine("OnStrategyStart, ");
   }
   public override void OnBar(Bar bar)
   {
      Console.WriteLine(this.Instrument.Symbol+ ", OnBar, "+ bar.BeginTime.ToString());
   }
   
}



When I run it for existing SPY data then I had printing in Output window for each bar. When I run it for AAPL which I got using IQFeed then I did not have printings from OnBar event.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 9:51 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
Paul Petrov wrote:
I have this productID and I was able to connect, but I could not get historical data for AAPL properly.
I used this code to check the data:

Code:
using System;
using System.Drawing;

using OpenQuant.API;
using OpenQuant.API.Indicators;

public class MyStrategy : Strategy
{
   public override void OnStrategyStart()
   {
      Console.WriteLine("OnStrategyStart, ");
   }
   public override void OnBar(Bar bar)
   {
      Console.WriteLine(this.Instrument.Symbol+ ", OnBar, "+ bar.BeginTime.ToString());
   }
   
}



When I run it for existing SPY data then I had printing in Output window for each bar. When I run it for AAPL which I got using IQFeed then I did not have printings from OnBar event.

Check that downloaded data exist in Data overview for AAPL.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 10:17 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
I can see the data for AAPL when I do right mouse click on STOCK/AAPL and I can see the chart, but for some reason the program does not work properly.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 10:31 am 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
Paul Petrov wrote:
I can see the data for AAPL when I do right mouse click on STOCK/AAPL and I can see the chart, but for some reason the program does not work properly.

What is mean? Explain please. If OQ has error can you post it here?


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 10:56 am 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
OK I will explain the problem. I have 2 sets of data
15 min SPY was in OQ after installation of the new OQ 3.04
15 min AAPL I loaded using new IQFeed.

When I have them both in it he list of instruments for the strategy I have printing from OnBar for SPY only.
When I remove SPY from the list of instruments for the strategy I do not have any printings from OnBar event
When I remove AAPL from the list of instruments and add SPY again then I have correct printings from OnBar event.

For some reason OQ does not trigger OnBar on AAPL. I think there is a problem with the data loaded using new IQFeed. Or OQ can not handle this data.

I tested IQFeed plugin last year and it did not work properly as well. There is my posting on the forum about last year problem.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Sat Mar 03, 2012 12:21 pm 
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Joined: Wed May 05, 2010 9:49 pm
Posts: 562
Paul Petrov wrote:
OK I will explain the problem. I have 2 sets of data
15 min SPY was in OQ after installation of the new OQ 3.04
15 min AAPL I loaded using new IQFeed.

When I have them both in it he list of instruments for the strategy I have printing from OnBar for SPY only.
When I remove SPY from the list of instruments for the strategy I do not have any printings from OnBar event
When I remove AAPL from the list of instruments and add SPY again then I have correct printings from OnBar event.

For some reason OQ does not trigger OnBar on AAPL. I think there is a problem with the data loaded using new IQFeed. Or OQ can not handle this data.

I tested IQFeed plugin last year and it did not work properly as well. There is my posting on the forum about last year problem.

Check for setting Build bar from trades was disabled.


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