IQML - Matlab connector to IQFeed

versión 2.63 (3.95 MB) por Yair Altman
Matlab connector to IQFeed optimized for reliability, ease-of-use, functionality and performance (including parallelization)

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Actualizada 26 Mar 2022

De GitHub

Ver licencia en GitHub

IQML is a Matlab toolbox to retrieve financial market data and news from DTN IQFeed.

Easy-to-use Matlab commands fetch market data from IQFeed, in either blocking (snapshot) or non-blocking (streaming) modes:
* Live top-of-book market data (quotes and trades)
* Live Level2 market-depth data
* Historic, intra-day and live market data (individual ticks or interval bars)
* Fundamental info on assets
* Options and futures chains lookup (with market data, Greeks)
* Symbols and market codes lookup
* News headlines, story-counts and complete news stories, with user-specified filters
* Connection stats and programmatic connect/disconnect
* Ability to attach user-defined Matlab callback functions to IQFeed messages and market events
* User-defined custom alerts on streaming market events (news/quotes/interval-bar/regional triggers)
* Combine all of the above for a full-fledged end-to-end automated trading system using plain Matlab

IQML was optimized for reliability, ease-of-use, functionality and performance (including parallelization).
IQML only need the core Matlab to run, no additional toolboxes are required. Parallelization requires the Matlab Parallel Processing Toolbox, but IQML works well even without it.

A detailed User Guide is included, complete with working usage examples and implementation tips.

This downloadable version is fully-functional and can run 30 days for free.
It does not require any additional products or toolboxes, except an active IQFeed data account and a locally-installed IQFeed client.

Additional information and usage examples can be found on:
- IQML's product page: http://IQML.net or https://undocumentedmatlab.com/IQML
- IQML's GitHub repository: https://github.com/altmany/IQML (where you can report any program issues)

For related questions and feedback, please contact me: altmany (at) gmail.com

Citar como

Yair Altman (2022). IQML - Matlab connector to IQFeed (https://github.com/altmany/IQML/releases/tag/v2.63), GitHub. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2016a
Compatible con la versión R2008b y siguientes
Compatibilidad con las plataformas
Windows macOS Linux

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Para consultar o informar de algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.
Para consultar o informar de algún problema sobre este complemento de GitHub, visite el repositorio de GitHub.