IQ Feed real-time data with Trading thru IB

Is anyone using this combination ? i.e. placing trades thru Interactive but getting real-time data from IQ Feed ?
I’d love to hear some feedback !

A thread which answers your question exists already. Please use forum search. You just have to look at IBcontroller forum section.

That thread applies to any other data source too. So response time has been months before your question (speaking of your elitetrader.com false claim. And speaking about your comparison to MC forum there… I have just looked there and compared to this forum here MC forums are almost dead. Saying that response time was low here is a big stretch because as far as I can see questions are answered on same day in more than 90% of cases. But you are not special. So just because you did not get immediate response on same day to an existing solution of same forum does not mean that response time is low.)

BTW, I’m not AB staff. I’m saying this a fellow AB user.

2 Likes

Ok - I knew from the get go that entering ET was a bad idea but anyway…What you said over there - “Amibroker badly needs to move to a transparent broker interface…” is firstly dead wrong and secondly is spreading false information. Now - seems that someone already mentioned over that you are a ‘tool’ so I will leave it at this place.

In fact recent forum statistics that I can see in admin panel that average time to first reply is approx 2.5 hours. That is fabulous result. Other interesting stats: there are 1700+ topics and 7300+ posts, 3300+ likes and 1500+ new forum users in last 6 months.

I am not sure what that is supposed to mean and if @fxshrat should be happy or angry about that, but in my vocabulary it does not sound too well.
@teyano - imagine that that some of our users are “fans” and this applies to @fxshrat. I have never seen this guy in my life and “know” him only from his online presence on YahooGroups and numerous forums. “Fan” as Wikipedia describes: “A fan, or fanatic, sometimes also termed aficionado or supporter, is a person who is enthusiastically devoted to something”. And if I were to describe @fxshrat I would use such word.

1 Like

My bad for not referencing this directly, I was quoting this in reference to @syswizard (a quote from the EliteTrader user to him; not me BTW) and not to @fxshrat. And without going too much into language semantics - you are correct it is not have a positive connotation.

1 Like

OK, no problem :slight_smile: I stopped entering ET site 10 years ago and I don’t miss it at all :slight_smile: In the past I thought that I have to correct every nonsense said about AmiBroker and somehow “defend” it, but then I figured out that a) it is lost battle, Internet is full of nonsense anyway; b) my time is limited and I should spend it on more important things; c) AmiBroker is good enough to defend itself. Without advertising it goes on and on, like wheels on the bus :slight_smile:

5 Likes

Wow, all the insults …especially at this time of year ? Nasty forum.
When I mean “abstract”, I mean “when you switch brokers; no change in code needed”.
AB does not seem to be able to do that…and that has made trading thru Interactive Brokers an exception.

BTW: I already did a search for IQ Feed, and found nothing much of value in the way of “here is how you implement IQ Feed for R/T trading”.

Everyday is Christmas in the AB comunnity

Indeed. ET is not a place where you want to be. :slight_smile:

https://www.amibroker.com/iqfeed.html

And for the

You may wanna check the old yahoo forum
https://groups.yahoo.com/neo/groups/amibroker/info

Lastly, primum non nocere - try to gain some knowledge before posting something about AB.

@syswizard

Your thread subject is "IQ Feed real-time data with Trading thru IB". IQFeed is a data vendor and IB is a broker. Right? Where is there a switch of brokers in there?

The answer to your question in first post is to be found in 2nd post. Have you followed its link in there and understood the info given in that other thread? If you use IQFeed as data vendor then all you have to do is setting IB symbol name into ALIAS field of Information window.

17

This is universal! ALIAS field applies to any data vendor that you want to use for trading (with IB in this case) so there isn't “here is how you implement IQ Feed for R/T trading” required (BTW setting up IQFeed realtime feed is to be found in AB docs)! You just have to insert IB symbol. There is no other magic in there.

Function GetFNData

GetFNData( "Alias" )

does not require code change because it calls Alias field of Information window. And Alias returns a string. If Alias field of Information window is not empty but has name of IB symbol then GetFnData returns that name to be used in your trading program. So there is no difference to using Name().

And if you want to switch brokers/feeds then simply switch data bases. Switching DBs is done in seconds from menu bar drop down menu (set up via Tools-Customize-Commands-File and drag & drop of recent DBs). (Or if you want to run multiple feeds side by side then run multiple instances).

18

And FYI, AmiBroker is a professional programming software. It is code driven. You don't go to R, Matlab, Python, ... forums and complain about investing time for programming, do you??


BTW, all you seem to be after is provoking, AFAICS. Provoking and writing misinformation is insulting too (see your ET posts in MC thread). That part is to be found at your side of the fence and makes you almost look like being sent by MC to make buzz.

1 Like

In addition to upper comments you may check out IBController “Read me” if you haven’t yet https://www.amibroker.com/at/
If you want to modify IBcontroller you may check out source codes here http://www.amibroker.com/devlog/index.php?s=ibcontroller

Anotehr way to translate the futures symbols from IQFeed to IB, is to write a custom translate AFL function. Something like the following takes care of the rollover/year changes. This avoids having to add a new alias for each new symbol after rollover

// Convert from IQFeed to IB naming convention for futures ticker
function ConvertIQFeedToIBTicker( iqFeedTicker )
{
  //_TRACE("ConvertIQFeedToIBTicker Entry: iqFeedTicker " + iqFeedTicker);
  ibTicker = "";
  
  // IQFeed future
  if( StrMatch(iqFeedTicker, "@*")  )
  {
    if( StrMatch(iqFeedTicker, "@ES*") )
    {
      expiryMonth = StrMid(iqFeedTicker, 3, 1);
      expiryYear = StrRight(iqFeedTicker, 1);
      ibTicker = "ES" + expiryMonth + expiryYear + "-GLOBEX-FUT";
    }
    else if( StrMatch(iqFeedTicker, "@NQ*") )
    {
      expiryMonth = StrMid(iqFeedTicker, 3, 1);
      expiryYear = StrRight(iqFeedTicker, 1);
      ibTicker = "NQ" + expiryMonth + expiryYear + "-GLOBEX-FUT";
    }
    else if( StrMatch(iqFeedTicker, "@RTY*") )
    {
      expiryMonth = StrMid(iqFeedTicker, 4, 1);
      expiryYear = StrRight(iqFeedTicker, 1);
      ibTicker = "RTY" + expiryMonth + expiryYear + "-GLOBEX-FUT";
    }
    else
    {
      _TRACE("ConvertIQFeedToIBTicker: ERROR: Invalid IQFeed future ticker " + iqFeedTicker);
      ibTicker = iqFeedTicker;
    }
  }
  else
  {
    ibTicker = iqFeedTicker;
  }
  //_TRACE("ConvertIQFeedToIBTicker Exit: ibTicker " + ibTicker);
  return ibTicker;
}
2 Likes