about    privacy   site map  

About IQFeed Support Developers
Login
Register
Have a Question for Sales?
Call 800-475-4755
or
Email sales@iqfeed.net


Follow DTN_IQFeed on Twitter

Agents offline

If you have sales questions regarding the API

Contact Sales via Phone, Email or RT Chat from the Left side menu
<----------------------

DEVELOPERS: What is IQFeed?

Watch our IQFeed API in-depth Overview video on YouTube

Click Here to Download the IQFeed API Quick Start Guide

IQFeed Data:
IQFeed is the name we use and you see most often because for traders, the quality of the data is what really drives their decision making. IQFeed is the data behind the DTN.IQ such as Watch Lists, Watch Quote, News and Market Depth.

  • 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, Londong Stocks, Forex Eurex, Euronext, Simex and most of the major Indices.

  • You will also have access to market moving news from the DTN News Room, Benzinga Pro, RTT News, Dow Jones, 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 pull back historical data (180 calendar days of tick (includes pre-post market) and several years of n-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007))

Whats New:

  • Released IQFeed 5.2.2.0 with various bug fixes and additional fundamental data fields(6/8/2016)
  • Added London Stock Exchange and FTSE Index availability to IQFeed (6/1/2016)
  • Released IQFeed 5.2.1.0 with various bug fixes and support for new MAC Installer (2/24/2016)
  • Added microsecond support for exchanges that support it.
  • Added group id codes to symbol lookup
  • Released IQFeed 5.1.3.1 with various bug fixes to connection/login logic (4/27/2015)
  • Released IQFeed 5.1.2.5 with various bug fixes and new crash logging to help better troubleshoot issues for customers (3/9/2015)
  • Released IQFeed 5.1.1.3 with various bug fixes (7/25/2014)
  • Added ability to watch trades only in level I stream (6/9/2014)
  • Added streaming interval bars (6/9/2014)
  • Added Market Depth/Level II display application (6/9/2014)
  • Released IQFeed 5.1.0.14 to limit memory footprint, improve speed and squash some bugs (6/7/2013)
  • Added new versioning protocols to the API for better backward compatibility (6/7/2013)
  • Added new new fields for 5.0 protocol (6/7/2013)
  • Market Center for each trade is now reported and available with historical tick data (5/1/2013)
  • Trade conditions now available in feed and historical tick data (5/1/2013)
  • Now includes millisecond precision timestamps (5/1/2013)
  • IQFeed 5.0 has been released (5/1/2013)
  • New account management portal available allows customers to add/remove services in real time 24/7 (4/1/2013)
  • Now supporting tick and volume bars in history (10/23/2012)
  • Now including a News.exe and IQWatchQuote.exe accessible from the display apps right-click menu (10/23/2012)
  • Enhanced Diagnostics app for better reliability, PC information, and logging configuration (10/23/2012)
  • Better DDE performance (10/23/2012)
  • Faster response time on history requests (10/23/2012)
  • Simplified news request commands (10/23/2012)
  • VB6/VBA support in all COM interfaces (10/23/2012)
  • Enhanced Level 2/market depth server reconnection logic (10/23/2012)
  • All ICE Data is now direct from the exchanges (8/20/2012)
  • Added market breadth symbols covering the S&P 100 as well as $ Vol Net (3/1/2012)
  • IQFeed 4.8.1.7 has been released (1/12/2012)
  • Added ability to request (n)Second bars (12/14/2011)
  • Loaded additional daily Index history. INDU.X now goes back to 1920's, many others 30+ years. (2/12/2011)
  • Added TickID to the stream to allow developers to more easily sync history to the stream (2/05/2011)
  • Increased historical tick data storage to 120 calendar days (10/01/2010)
  • Equalized Futures historical data now available for all futures. Historical data will return with data back adjusted for rollover gaps. Use new symbology of "[ROOT]#C". Example: @ES#C. (07/26/2010)
  • Moved to a new FXCM datafeed resulting in much better reliability and consistency of Forex data from FXCM (07/11/2010)
  • Equity/Index option stats now update every second. Example: Put Call Ratio, etc (05/17/2010)
  • Added ability to retrieve historical futures contracts (daily and minute data). Example: CZ02, @ESM08, QCLJ10, etc (05/01/2010)
  • Added over 100 addl. market stats/internals and update many once per second now (3/26/10)
  • Ability to request date range on daily history (2/08/10)
  • Added Exchange Root field for easier mapping to order entry systems (2/08/10)
  • Dynamic fieldsets now only sends data when watched field updates (less overall message traffic) (2/08/10)
  • Added New Fields (Trade/Bid/Ask Market Center)
  • 64bit support (2/08/10)
  • Added compression to historical data requests (2/08/10)
  • IQFeed 4.7 has been released! (2/08/2010)
  • Added compression to IQFeed stream to increase performance and decrease bandwidth utilization (4/16/09)
  • Added ability to lookup symbols by Industry/Sector Codes (SIC or NAICS) (4/16/09)
  • New Fields available: Short Interest and NAICS Code (4/16/09)
  • IQFeed 4.6 Released (4/16/09)
  • Pink Sheet Level I and Level II quote data now available (06/15/2009)
  • 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)

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:

Field Name Field Type Description of field Origin of data
Last float Last trade price from the regular trading session Provided by the exchange or 3rd party data provider
Change float Today's change (Last - Close) Calculated by IQConnect.exe
Percent Change float (Change / Close) Calculated by IQConnect.exe
Total Volume integer Today's cumulative volume in number of shares Calculated by IQConnect when not sent from servers (or provided by the exchange)
Incremental Volume integer Volume of the current trade Provided by the exchange or 3rd party data provider
High float Today's highest trade price Provided by the exchange or 3rd party data provider
Low float Today's lowest trade price Provided by the exchange or 3rd party data provider
Bid float The highest price a market maker or broker is willing to pay for a security Provided by the exchange or 3rd party data provider
Ask float The lowest price a market maker or broker is willing to accept for a security Provided by the exchange or 3rd party data provider
Bid Size integer The share size available for the bid price in a given security Provided by the exchange or 3rd party data provider
Ask Size integer The share size available for the ask price in a given security Provided by the exchange or 3rd party data provider
Tick integer Direction of change from last Trade Calculated by IQConnect.exe based upon previous trade.
Bid Tick integer Direction of change from last Bid Price Provided by the exchange or 3rd party data provider
Range float Trading range for the current day (high - low) Calculated by IQConnect.exe
Last Trade Time HH:MM:SSc HH represents the hour of the day in a 24 hour clock. The timestamp portion of this field is provided by the exchange or 3rd party data provider. The trade indicator is appended by IQConnect.exe
Open Interest integer IEOptions, Futures, FutureOptions, and SSFutures only Provided by the exchange or 3rd party data provider.
Open float The opening price of the day. For commodities this will be the first TRADE of the session. Provided by the exchange or 3rd party data provider.
Close float The closing price of the day. For commodities this will be the last TRADE of the session Provided by the exchange or 3rd party data provider.
Spread float The difference between Bid and Ask prices Calculated by IQConnect.exe
Settle float Futures, FutureOptions, and SSFutures only Provided by the exchange or 3rd party data provider.
Delay integer The number of minutes a quote is delayed when not authorized for realtime data Provided by the exchange or 3rd party data provider.
Market Center string Last Traded Market. NOTE: Market Center will always be "0" for commodities because they only trade on one market. That info can be found in the Listed Market field. For stocks and stock options, the Market Center field value is the last market that the security traded on. Provided by the exchange or 3rd party data provider.
Restricted code string "N" or "R" Provided by the exchange or 3rd party data provider.
Net Asset Value float Mutual Funds only. The market value of a mutual fund share equal to the net asset of a fund divided by the total number of shares outstanding. . Provided by the exchange or 3rd party data provider.
Average Maturity float The average number of days until maturity of a Money Market Fund’s assets Provided by the exchange or 3rd party data provider.
7 Day Yield float A price field, the value from a Money Market fund over the last seven days. Provided by the exchange or 3rd party data provider.
Last Trade Date MM/DD/YYYY Date of last trade Provided by the exchange or 3rd party data provider.
Extended Trading Last float Current last price including pre/post market trading. Provided by the exchange or 3rd party data provider.
Regional Volume integer Today's regional cumulative volume for NYSE and NYSE Alternext stocks only Calculated by DTN
Net Asset Value 2 float Money Markets Only. This field is the same as the Total Volume field for Money Markets. Provided by the exchange or 3rd party data provider.
Extended Trading Change float Extended Last minus Yesterday's close Calculated by IQConnect.exe
Extended Trading Difference float Extended Last minus Last (field 4) Calculated by IQConnect.exe
Price-Earnings Ratio float Real-time calculated PE (Today's Last / Earnings Per Share) Calculated by IQConnect.exe
Percent Off Average Volume float 30 day average trading volume Calculated by IQConnect.exe
Bid Change float Change in Bid since last offer Calculated by IQConnect.exe
Ask Change float Change in Ask since last offer Calculated by IQConnect.exe
Change From Open float Change in last since open calculated by IQConnect.exe
Market Open integer 1 = market open, 0 = market closed NOTE: This field is valid for Futures and Future Options only. Provided by DTN
Volatility float Real-time calculated volatility (Today's High - Today's Low) / Last Calculated by IQConnect.exe
Market Capitalization float Real-time calculated market cap (Last * Common Shares Outstanding) Calculated by IQConnect.exe
Fraction Display Code string Display formatting code Provided by DTN
Decimal Precision string Last Precision used Provided by DTN
Days to Expiration string Number of days to contract expiration Calculated by IQConnect.exe
Previous Day Volume Integer Previous Day's Volume Provided by the exchange or 3rd party data provider.
Regions String The available regions for regional data String built by IQConnect.exe based upon which regions are available
Open Range 1 float For commodities only. Range value for opening trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Close Range 1 float For commodities only. Range value for closing trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Open Range 2 float For commodities only. Range value for opening trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Close Range 2 float For commodities only. Range value for closing trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Number of Trades Today Integer The number of trades for the current day Calculated by IQConnect.exe if not sent from the server
Bid Time HH:MM:SS FOREX data only. The time of the last bid. Provided by the exchange or 3rd party data provider.
Ask Time HH:MM:SS FOREX data only. The time of the last ask. Provided by the exchange or 3rd party data provider.
VWAP Price Volume Weighted Average Price Calculated by IQConnect.exe when not sent by the server
TickID Integer Identifier for tick Provided by DTN
Financial Status Indicator char Denotes if an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet the exchange's continuing listing standards, and/or has filed for bankruptcy. Provided by the exchange or 3rd party data provider.
Settlement Date MM/DD/YYYY The date that the Settle is valid for Provided by the exchange or 3rd party data provider.
Symbol string The Symbol ID to match with watch request  
PE float Price/Earnings ratio Provided by exchange or 3rd party data provider
Average Volume integer Average daily volume (4 week average) Calculated by DTN
52 Week High float Highest price of the last 52 weeks. Provided by DTN
52 Week Low float Lowest price of the last 52 weeks. Provided by DTN
Calendar year high float High price for the current calendar year. Provided by DTN
Calendar year low float Low price for the current calendar year. Provided by DTN
Dividend yield float The annual dividends per share paid by the company divided by the current market price per share of stock Provided by exchange or 3rd party data provider
Dividend amount float The current quarter actual dividend Provided by exchange or 3rd party data provider
Dividend rate float The annualized amount at which a dividend is expected to be paid by a company Provided by exchange or 3rd party data provider
Pay date MM/DD/YYYY Date on which a company made its last dividend payment Provided by exchange or 3rd party data provider
Ex-dividend date MM/DD/YYYY 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. Provided by exchange or 3rd party data provider
Short Interest integer The total number of shares of a security that have been sold short by customers and securities firms that have not been repurchased to settle outstanding short positions in the market Provided by 3rd party data provider.
Current year earnings per share float The portion of a company's profit allocated to each outstanding share of common stock Provided by exchange or 3rd party data provider
Next year earnings per share float The total amount of earnings per share a company is estimated to accumulate over the next four quarters of the current fiscal year Provided by exchange or 3rd party data provider
Five-year growth percentage float Earnings Per Share growth rate over a five year period. Provided by exchange or 3rd party data provider
Fiscal year end integer The two digit month that the fiscal year ends for a company. Provided by exchange or 3rd party data provider
Company name string Company name or contract description Provided by DTN
Root Option symbol (there may be more than one) string A space separated list Provided by exchange or 3rd party data provider
Percent held by institutions float A percentage of outstanding shares held by banks and institutions. Provided by exchange or 3rd party data provider
Beta float 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. Provided by exchange or 3rd party data provider
Leaps (there may be more than one) string Long term equity anticipation securities Provided by exchange or 3rd party data provider
Current assets float The amount of total current assets held by a company as of a specific date in Millions (lastADate) Provided by exchange or 3rd party data provider
Current liabilities float The amount of total current liabilities held by a company as of a specific date in Millions (lastADate). Provided by exchange or 3rd party data provider
Balance sheet date MM/DD/YYYY Last date that a company issued their quarterly report. Provided by exchange or 3rd party data provider
Long-term debt float The amount of long term debt held by a company as of a specific date in Millions(lastADate). Provided by exchange or 3rd party data provider
Common shares outstanding float The amount of common shares outstanding. Provided by exchange or 3rd party data provider
Split factor 1 float[ ]MM/DD/YYYY A float a space, then MM/DD/YYYY Provided by exchange or 3rd party data provider
Split factor 2 float[ ]MM/DD/YYYY A float a space, then MM/DD/YYYY Provided by exchange or 3rd party data provider
Market Center string Last Traded Market. NOTE: Market Center will always be "0" for commodities because they only trade on one market. That info can be found in the Listed Market field. For stocks and stock options, the Market Center field value is the last market that the security traded on. Provided by exchange or 3rd party data provider
Format Code string Display format code Provided by DTN
Precision integer Number of decimal digits Provided by DTN
SIC integer Federally designed numbering system identifying companies by industry. This 4 digit number corresponds to a specific industry. Provided by exchange or 3rd party data provider
Historical Volatility float 30-trading day volatility that it is calculated using Black-Scholes [Wiki] [Invest] model. Provided by exchange or 3rd party data provider
Security Type string The security type code Provided by DTN
Listed Market string The listing market ID Provided by DTN
52 Week High Date MM/DD/YYYY The date of the highest price of the last 52 weeks Provided by DTN
52 Week Low Date MM/DD/YYYY The date of the lowest price of the last 52 weeks Provided by DTN
Calendar Year High Date MM/DD/YYYY Date at which the High price for the current calendar year occurred. Provided by DTN
Calendar Year Low Date MM/DD/YYYY Date at which the Low price for the current calendar year occurred. Provided by DTN
Year End Close float Price of Year End Close. (Equities Only) Provided by DTN
Maturity Date MM/DD/YYYY Date of maturity for a Bond. Provided by DTN
Coupon Rate float Interest Rate for a Bond. Provided by exchange or 3rd party data provider
Expiration Date MM/DD/YYYY IEOptions, Futures, FutureOptions, and SSFutures only IEOptions expiration dates are provided by the exchange. All others provided by DTN
Strike Price float IEOptions only Provided by exchange or 3rd party data provider
NAICS integer North American Industry Classification System 3rd party data provider