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If you have sales questions regarding the API

Call: 800-485-4000 ext. 2816

Email: jay.froscheiser@dtn.com

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DEVELOPERS: What is IQFeed?

Whats New:

  • Tick history expanded from 8 calendar days to 30 calendar days (10/10/08)
  • IQFeed client beta 4.5 now available to developers with more flexible and faster historical data retrieval methods (10/01/08)
  • Eurex Market Depth Now Available (8/25/08)
  • New Exchanges added: CFE, BMF, DME, MDEX, WTB (8/11/08)
  • IQFeed 4.4 has been released! (5/13/08)
  • Futures Market Depth now available (3/31/08)
  • IQFeed Client Pre-Beta released to Registered Developers (3/17/08)
  • New History Servers Processing Tick Correction and DTN's Proprietary "Radical Price Checking" (3/07/08)
  • IQFeed now provides 1+ year of (X)Minute data on all symbols and 2.5+ years of (X)Minute data on the Eminis! (12/01/2007)
  • IQFeed 4.3 has been released! (11/01/2007)

** Click Here to Download the IQFeed API Quick Start Guide **

IQFeed Data:
IQFeed is the same data that supplies real-time, streaming market data and news to industry leading retail products such as DTN.IQ.

  • Using IQFeed, your applications can become sources of real-time, tick-by-tick financial data. There is no filtering involved, and the data is direct from the North American market exchanges to our fully redundant data centers. Your applications will have access to all US Equity and Commodity exchanges (such as NYSE, Nasdaq, ICE, CBOT, CME, OPRA, NYMEX), as well as Canadian Stocks, Eurex, Euronext, Simex and all of the major Indices.

  • You will also have access to market moving news from the DTN News Room, Real Time Traders, Dow Jones Business News, Reuters, AP, Business Wire, PR Newswire and more.

  • Your application will be able to lookup Option Chains based on an underlying equity, search for symbols based on company names, and retrieve intra-day tick (8 calendar days), minute (1 year - 2.5+ years for the Eminis), or 10+ years of daily, weekly and monthly chart data.

IQFeed Protocols:
This API is a Microsoft Windows executable interface for the IQ Server Systems. Its' use is limited to launching the executables and using the COM interfaces or TCP/IP socket to request and receive data. It is not a development library and no option is provided for direct connections to our servers or including components of the API into your own developed code. Two types of interfaces are used in the IQFeed API: a socket based interface for streaming data, and COM or TCP/IP based interfaces for lookups and historical data/news retrieval.

    Data Fields Available:

PE Price/Earnings ratio
% Off Average Volume 30 day average trading volume
52 Week High Highest price of the last 52 weeks.
52 Week High Date The date of the highest price of the last 52 weeks
52 Week Low Lowest price of the last 52 weeks.
52 Week Low Date The date of the lowest price of the last 52 weeks
7 Day Yield A price field, the value from a Money Market fund over the last seven days.
Ask The lowest price a market maker or broker is willing to accept for a security
Ask Change Change in Ask since last offer
Ask size The share size available for the ask price in a given security
Ask Time FOREX data only. The time of the last ask.
Average Maturity The average number of days until maturity of a Money Market Fund’s assets
Average Volume Average daily volume (based upon 30 days)
Balance sheet date Last date that a company issued their quarterly report.
Beta A coefficient measuring a stock’s relative volatility. It is the covariance of a stock in relation to the rest of the stock market. 30 day historical volatility.
Bid The highest price a market maker or broker is willing to pay for a security
Bid Change Change in Bid since last offer
Bid size The share size available for the bid price in a given security
Bid Tick NASDAQ Equities only
Bid Time FOREX data only. The time of the last bid.
Calendar year high High price for the current calendar year.
Calendar Year High Date Date at which the High price for the current calendar year occurred.
Calendar year low Low price for the current calendar year.
Calendar Year Low Date Date at which the Low price for the current calendar year occurred.
Change Today's change (Last - Close)
Change From Open Change in last since open
Close The closing price of the day. For commodities this will be the last TRADE of the session
Close Range 1 For commodities only. Range value for closing trades that aren’t reported individually.
Close Range 2 For commodities only. Range value for closing trades that aren’t reported individually.
Common shares outstanding The amount of common shares outstanding.
Company name Company name or contract description
Coupon Rate Interest Rate for a Bond.
Current assets The amount of total current assets held by a company as of a specific date (lastADate)
Current liabilities The amount of total current liabilities held by a company as of a specific date (lastADate).
Current year earnings per share The portion of a company's profit allocated to each outstanding share of common stock
Days to Expiration Number of days to contract expiration
Decimal Precision Last Precision used
Delay The number of minutes a quote is delayed
Dividend amount The current quarter actual dividend
Dividend rate The annualized amount at which a dividend is expected to be paid by a company
Dividend yield The annual dividends per share paid by the company divided by the current market price per share of stock
Ex-dividend date The actual date in which a stock goes ex-dividend, typically about 3 weeks before the dividend is paid to shareholders of record. Also the amount of the dividend is reflected in a reduction of the share price on this date.
Expiration Date IEOptions, Futures, FutureOptions, and SSFutures only
Extended Last Current last price including pre/post market trading.
Extended trading change Extended Last minus Yesterday's close
Extended trading difference Extended Last minus Last
Financial Status Indicator  
Fiscal year end The month and year that the fiscal year ends for a company.
Five-year growth percentage Earnings Per Share growth rate over a five year period.
Format Code  
Fraction Display Code  
High Today's highest trade price
Historical Volatility 30-trading day volatility that it is calculated using Black-Scholes [W] [ I ] model.
Last Last trade price from the regular trading session
Last Size/Incremental Volume Volume of the current trade
Last Trade Date Date of last trade
Last Trade Time HH:MM:SS
Leaps (there may be more than one) Long term equity anticipation securities
Listed Market  
Long-term debt The amount of long term debt held by a company as of a specific date
Low Today's lowest trade price
Market Capitalization Real-time calculated market cap (Last * Common Shares Outstanding)
Market Center  
Maturity Date Date of maturity for a Bond.
Net Asset Value Represents the share price of a Mutual Fund.
Next year earnings per share The total amount of earnings per share a company is estimated to accumulate over the next four quarters of the current fiscal year
Number of Trades Today The number of trades for the current day
Open The opening price of the day. For commodities this will be the first TRADE of the session.
Open Interest IEOptions, Futures, FutureOptions, and SSFutures only
Open Range 1 For commodities only. Range value for opening trades that aren’t reported individually.
Open Range 2 For commodities only. Range value for opening trades that aren’t reported individually.
Pay date Date on which a company made its last dividend payment
Percent Change (Change / Close)
Percent held by institutions A percentage of outstanding shares held by banks and institutions.
Precision Number of decimal digits
Price-Earnings Ratio Real-time calculated PE (Today's Last / Earnings Per Share)
PVol Previous Day's Volume
Range Trading range for the current day (high - low)
Regional Volume Today's regional cumulative volume for NYSE and AMEX stocks only
Regions The available regions for regional data
Restricted code  
Root Option symbol (there may be more than one) A space separated list
Security Type  
Settle Futures, FutureOptions, and SSFutures only
Settlement Date The date that the Settle (field 24) is valid for
SIC Federally designed numbering system identifying companies by industry. This 4 digit number corresponds to a specific industry.
Split factor 1 Most Recent Split Date and split Factor
Split factor 2 Second Most Recent Split Date and split Factor
Spread The difference between Bid and Ask prices
Strike Price IEOptions only
Tick Direction of Last Trade
TickID Identifier for tick
Total Volume Today's cumulative volume in number of shares
Volatility Real-time calculated volatility (Today's High - Today's Low) / Last
VWAP Volume Weighted Average Price
Year End Close Price of Year End Close. (Equities Only)