IQFeed: plot return from array of cells?

Hi, Just testing the IQFeed API and glad to see some examples on the docs. However, I can see following:

1) goog = history(c,'GOOG',{startdate,enddate}, 'Daily');

returns an error ... actually it's only the command [history(c,'GOOG',{startdate,enddate}, 'Daily');] that can run, which returns a workspace variable of: IQFeedHistoryData. It's counter intuitive not to be able to assign a variable to the history return.

2) Looking at IQFeedHistoryData variable ... it's a table of cells ... of char elements ... what's the best / easiest / recommended way to pull out data from this variable and ... say plot it?

Thanks

Answer 1

[Andy]

Right ... many issues with using the IQFeed API ... such as:

1) Examples from the DOCs not working: Trial>> timeseries(c,sec,{fromdate,todate}) Trial>> history(c,s,{startdate,enddate},'Daily');

2) Some strange errors: Trial>> close(c) Warning: Error occurred while executing delegate callback: Message: Cannot access a disposed object.

Object name: 'System.Net.Sockets.Socket'. Source: System HelpLink: Trial>>

3) IQFeedTimeseriesData not popping up at all ...

Not pointing towards this API necessarily but: 4) The same DTN IQFeed Eval account works well in Multicharts / any other tool IQFeed capable.

Is there a way to check where the problem is?

Answer 2

[Chris]

Any update on this or same problems?

Answer 3

[Yair Altman]

I believe that the DataFeed toolbox functions only store data in base workspace variables, from which you need to fetch them after some time. The toolbox does not provide a mechanism for a direct synchronous (blocking) assignment of the IQFeed data into a local Matlab variable. You need to use some sort of a timer to periodically check whether the data has arrived in the base workspace, and ensure that it is complete (and not partial).

As an alternative, consider using my IQML (IQFeed-Matlab) connector. IQML enables both synchronous (blocking) and asynchronous (background) queries, that are fetched either serially or in parallel (using the Matlab Parallel Computing Toolbox). A simple usage example:

>> data = IQML('history', 'symbol','AAPL', 'dataType','ticks')
data =
  100×1 struct array with fields:
    Symbol
    Timestamp
    Datenum
    Last
    LastSize
    TotalVolume
    Bid
    Ask
    TickID
    BasisForLast
    TradeMarketCenter
    TradeConditions
    TradeAggressorCode
    DayOfMonth
    BasisDescription
    TradeMarketName
    TradeDescription
    AggressorDescription

>> data(end)
ans =
                  Symbol: 'AAPL'
               Timestamp: '2019-10-04 09:45:03.862626'
                 Datenum: 737702.406294699
                    Last: 224.67
                LastSize: 100
             TotalVolume: 5226196
                     Bid: 224.66
                     Ask: 224.68
                  TickID: 7432
            BasisForLast: 'C'
       TradeMarketCenter: 19
         TradeConditions: '01'
      TradeAggressorCode: 0
              DayOfMonth: 4
        BasisDescription: 'Last qualified trade'
         TradeMarketName: 'Nasdaq Trade Reporting Facility (NTRF)'
        TradeDescription: 'Normal Trade'
    AggressorDescription: 'Unknown/unsupported'

IQML was developed with top performance, reliability and usability in mind. IQML supports 100% of IQFeed's API functionality. It is fully documented, continuously maintained/improved, and I am happy to provide support.

Details: https://undocumentedmatlab.com/IQML or https://www.mathworks.com/matlabcentral/fileexchange/69814-IQML

Note: I am an independent software developer and not a MathWorks employee. Don't get angry at me for bringing an independent alternative to the table...