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

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:

  • Release plans for IQFeed 6.1.0.0 build - (Currently in Development)
    • Added trial account notifications alerts.
    • Added Market Summary File Support - Downloadable files, available via market and security type.
      • 5 minute snapshot files - no historical
      • Daily File snapshot - historically available. (Starting 5/20/2018)
      • Fundamental files - historically available. (Starting 5/20/2018)
    • Added visual alerts to identify local queuing of data.
    • Added a flag to allow filtering of non-standard options.
    • Expanded our level one field sets to include:
      • Security Sybtype - identifies non-standard options, binary options, and ETF.
      • Trade Aggressor - Identifies if the trade was executed at the bid or the ask. (CME group and ICE exchanges currently)
    • Expanded fundamental data offering to include:
      • Base Currency - Currency used at exchange of origin
      • Contract Size - The units associated with 1 contract of a given root.
      • Contract Months - The trading months associated with a given root.
      • Minimum Tick Size - Minimum price change
      • First Delivery Date
      • Open Time - Standard opening time per root.
      • Close Time - Standard closing time per root.
  • Released the IQFeed 6.0.0.4 build - (2018/07/06)
    • Added new display applications to the right click menu
      • Watchlists
      • Charts
      • Time And Sales
      • Option Chains
      • Market Scans
    • Renamed WatchQuote to Snapquote
    • Updated older display apps to use a ribbon interface.
    • Updated all icons.
    • Added an option to save/load your current workspace.
  • Released IQFeed 5.2.7.0 with various bug fixes
  • 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
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.
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
Ask Change float Change in Ask since last offer Calculated by IQConnect.exe
Ask Market Center integer The Market Center that sent the ask information. See Listed Market Codes for possible values. 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
Ask Time HH:MM:SS.ffffff The time of the last ask. Provided by the exchange or 3rd party data provider.
Available Regions dash '-' delimited string String containing a list of all regional exchanges for which there is data available. See Listed Market Codes for possible values. String built by IQConnect.exe based upon which regions are available
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.
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
Bid Change float Change in Bid since last offer Calculated by IQConnect.exe
Bid Market Center integer The Market Center that sent the bid information. See Listed Market Codes for possible values. 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
Bid Time HH:MM:SS.ffffff The time of the last bid. Provided by the exchange or 3rd party data provider.
Change float Today's change (Last - Close) Calculated by IQConnect.exe
Change From Open float Change in last since open calculated by IQConnect.exe
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.
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.
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.
Days to Expiration string Number of days to contract expiration Calculated by IQConnect.exe
Decimal Precision string Last Precision used Provided by DTN
Delay integer The number of minutes a quote is delayed when not authorized for real-time data Provided by the exchange or 3rd party data provider.
Exchange ID hexidecimal This is the Exchange Group ID. Convert to decimal and use the Listed Markets lookup to decode this value.  
Extended Trade float Price of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Date MM/DD/CCYY Date of the extended trade. Provided by the exchange or 3rd party data provider
Extended Trade Market Center integer Market Center of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Size integer Size of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Time HH:MM:SS.ffffff Time (including microseconds) of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trading Change float Extended Trade minus Yesterday's close Calculated by IQConnect.exe
Extended Trading Difference float Extended Trade minus Last Calculated by IQConnect.exe
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. See Financial Status Indicator Codes Provided by the exchange or 3rd party data provider.
Fraction Display Code string Display formatting code see Price Format Codes Provided by DTN
High float Today's highest trade price Provided by the exchange or 3rd party data provider
Last float Last trade price from the regular trading session Provided by the exchange or 3rd party data provider
Last Date MM/DD/CCYY Date of the last qualified trade. Provided by the exchange or 3rd party data provider
Last Market Center integer Market Center of most recent last qualified trade. Provided by the exchange or 3rd party data provider
Last Size integer Size of the most recent last qualified trade. Provided by the exchange or 3rd party data provider
Last Time HH:MM:SS.ffffff Time (including microseconds) of most recent last qualified trade. 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.
Low float Today's lowest trade price Provided by the exchange or 3rd party data provider
Market Capitalization float Real-time calculated market cap (Last * Common Shares Outstanding) 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
Message Contents non-delimited string of single character message identification codes Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.
NOTE: you can get multiple codes in a single message but you will only get one trade identifier per message. NOTE: It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.
Provided by IQConnect
Most Recent Trade float Price of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Conditions non-delimited string of 2digit hex numbers. Conditions that identify the type of trade that occurred. Provided by the exchange or 3rd party data provider
Most Recent Trade Date MM/DD/CCYY Date of the most recent trade Provided by the exchange or 3rd party data provider
Most Recent Trade Market Center integer Market Center of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Size integer Size of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Time HH:MM:SS.ffffff Time (including microseconds) of the most recent trade (including all non-last-qualified trades). 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. NOTE: this field is the same as the Bid field for Mutual Funds. 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
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.
Open Interest integer IEOptions, Futures, FutureOptions, and SSFutures only Provided by the exchange or 3rd party data provider.
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.
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.
Percent Change float (Change / Close) Calculated by IQConnect.exe
Percent Off Average Volume float Current Total Volume divided by Average Volume (from fundamental message). Calculated by IQConnect.exe
Previous Day Volume Integer Previous Day's Volume Provided by the exchange or 3rd party data provider.
Price-Earnings Ratio float Real-time calculated PE (Today's Last / Earnings Per Share) Calculated by IQConnect.exe
Range float Trading range for the current day (high - low) Calculated by IQConnect.exe
Restricted Code string Short Sale Restricted flag - "N" for Not restricted or "R" for Restricted Provided by the exchange or 3rd party data provider.
Settle float Futures or FutureOptions only 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.
Spread float The difference between Bid and Ask prices Calculated by IQConnect.exe
Symbol string The Symbol ID to match with watch request
Tick integer "173"=Up, "175"=Down, "183"=No Change. Only valid for Last qualified trades. Calculated by IQConnect.exe based upon previous trade.
TickID Integer Identifier for tick Provided by DTN
Total Volume Double Today's cumulative volume in number of shares Calculated by IQConnect when not sent from servers (or provided by the exchange)
Type string Valid values are Q or P. The character Q indicates an Update message, and the character P indicates a Summary Message.  
Volatility float Real-time calculated volatility (Today's High - Today's Low) / Last Calculated by IQConnect.exe
VWAP Price Volume Weighted Average Price Calculated by IQConnect.exe when not sent by the server