Are synchronous IQFEED data queries possible in Datafeed Toolbox 4.5 (R2013a)?

All IQFEED data query functions, including 'history' and 'timeseries', return data asynchronously. This is in contrast to the implementations of 'history' and 'timeseries' for Bloomberg connections. I would like to know if there is a way to achieve synchronous behavior (i.e. concurrent function return and data variable creation) with an IQFEED connection.

Answer 1

[MathWorks Support Team]

All IQFEED data query functions are implemented as asynchronous in Datafeed Toolbox 4.5 (R2013a) for consistency with the IQFEED API.  Asynchronous functions will continue execution without waiting for the data to return.

In order to get "IQFeedLevelOneData" data from the base workspace into a function, you can check the existence of this variable using "evalin".  See attachment "workaround1.m" . Another workaround that achieves the behavior of a synchronous function uses a global variable and a custom callback function to modify the global variable when the data has returned.  See attachment "workaround2.m"

Answer 2

[Yair Altman]

For anyone interested, the IQML (IQFeed-Matlab) connector enables both synchronous (blocking) and asynchronous (background) queries. A simple usage example:

data = IQML('history', 'symbol','IBM,AAPL,MSFT,GOOG');  % synchronous  (blocking)
IQML('history', 'symbol','IBM,AAPL,MSFT,GOOG');     % asynchronous (non-blocking)

This ability is especially important for different queries. For example, we typically want history and market snapshot queries synchronously, but streaming quotes asynchronously. IQML enables full flexibility in this regard, as well as supporting parallelization (using the Parallel Computing Toolbox) for top performance of synchronous queries.

Details: https://undocumentedmatlab.com/IQML or https://www.mathworks.com/matlabcentral/fileexchange/69814-iqml-matlab-connector-to-iqfeed