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Datafeed Toolbox IQFeed Level 1 Data Fields Description

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Marc McLean
Marc McLean on 30 Apr 2019
Answered: Yair Altman on 20 Jan 2020
Where can I get a list of the fields returned by the realtime command from the Datafeed Toolbox? For example:
realtime(q,'ABC')
openvar('IQFeedLevelOneData')
returns the 67 fields from IQFeed. Where can I get a description of the fields?

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Answers (1)

Yair Altman
Yair Altman on 20 Jan 2020
In the Trading Toolbox, you can use the 3rd input argument of the realtime function to specify the requested fields, and then you know exactly what fields you receive:
realtime(q,'AAPL',{'Symbol','Exchange ID','Last','Change','Incremental Volume'},...
@iqfeedlistener, @iqfeedeventhandler)
Depending on your IQFeed client version, up to 70 different fields can be specified (you need to know their names though).
If you set your IQFeed logging to log all data (especially "All Level 1") in the IQFeed Diagnostic Utility, then you might find the ordered field names information in the log file if you dig inside it.
As an alternative, consider using the IQML connector, where the results are provided in a human-readable struct format. For example:
>> data = IQML('quotes', 'Symbol','GOOG')
data =
Symbol: 'GOOG'
Most_Recent_Trade: 1092.14
Most_Recent_Trade_Size: 1
Most_Recent_Trade_Time: '09:46:31.960276'
Most_Recent_Trade_Market_Center: 25
Total_Volume: 113677
Bid: 1092.13
Bid_Size: 100
Ask: 1092.99
Ask_Size: 100
Open: 1099.22
High: 1099.22
Low: 1092.38
Close: 1090.93
Message_Contents: 'Cbaohlc'
Message_Description: 'Last qualified trade; A bid update occurred,...'
Most_Recent_Trade_Conditions: '3D87'
Trade_Conditions_Description: 'Intramaket Sweep; Odd lot trade'
Most_Recent_Market_Name: 'Direct Edge A (EDGA)'
...
With IQML too you can specify the requested fields, but in any case you get a complete description of the data values since each value is associated with its corresponding field name. In cases where a code is used (for example, Market_Center, Message_Contents, Trade_Conditions), a human-readable description text is provided in a separate field.
Regardless of whether you use the Datafeed toolbox or IQML, a detailed description of all IQFeed fields can be found in IQML's User Guide, in the table at the end of section 4.1 (PDF, HTML). This table can be used even if you use the Datafeed toolbox, not just IQML. The fields in the table are sorted alphabetically; the exact ordering of the fields in the results depends on the ordered set of fields that you requested, in either of the connectors (Datafeed or IQML).
To the best of my knowledge, the only other place that describes the IQFeed fields is IQFeed's API documentation, which is only accessible if you have a DTN API subscription (not to the general public).

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