MATLAB Answers

IQFeed market depth and time series not working

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Azura Hashim
Azura Hashim on 16 Sep 2019
Answered: Yair Altman on 12 Jan 2020
Hi,
The following didn't work for me. Help please.
Retrieving market depth data - Got the error "The variable IQFeedLevelTwoData does not exist." Any help please?
q = iqf('xxxxxxx','xxxxxxx')
marketdepth(q,'AAPL')
openvar('IQFeedLevelTwoData')
Retrieving tick data for currency futures - Got the error "E,!NO_DATA!,,!ENDMSG!,"
timeseries(q,'@EU2V19C10350',{floor(now),now})
openvar('IQFeedTimeseriesData')

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Answers (1)

Yair Altman
Yair Altman on 12 Jan 2020
!NO_DATA! is an IQFeed message that means there is no market-depth data for this symbol. It is my understanding that Market Depth information is only available for futures and equities (not options), and only on some exchanges, and only if you are subscribed to the necessary IQFeed entitlement(s).
Consider using my IQML (IQFeed-Matlab) connector as an alternative. 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('marketdepth', 'symbol','@ES#');
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.
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...

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