iqfeed | IQFeed/DTN Downloader | CSV Processing library
kandi X-RAY | iqfeed Summary
kandi X-RAY | iqfeed Summary
This project provides command line tool and Python library to access DTN / IQFeed's historical data for equities. The provided command line tool ('iqfeed') is capable downloading 1 minute historical data from IQFeed client and store it in '.csv.gz' format.
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Top functions reviewed by kandi - BETA
- Get bars from IQFeed .
- Main entry point .
- Helper function to download historical data for a given instrument .
- Retry decorator .
- Write bars to a csv file .
- Returns a list of instrument names .
- Create a datetime object from a string .
iqfeed Key Features
iqfeed Examples and Code Snippets
iqfeed: Data downloader for Iqfeed/DTN
Tibor Kiss - Copyright (c) 2012-2016 All rights reserved
Usage:
iqfeed process-file [-d DIR] [-i CON] [-t TZ] [-D]
iqfeed download [-d DIR] [-i CON] [-t TZ] [-D]
iqfeed -h | --help
Commands:
import pytz
from iqfeed import get_bars
instrument = 'GLD'
start_date = '20150101'
end_date = '20151231'
tz = pytz.timezone('US/Eastern')
seconds_per_bar = 60 # For 1M data
iqfeed_host = 'localhost'
iqfeed_port = 9100
bars = get_bars(instrument, s
Community Discussions
Trending Discussions on iqfeed
QUESTION
I'm having problems with a bytes encoding problem and hoping for help please as stuck (python beginner, trying to adapt some code from github to python3). I 'think' the issue is that I need to encode the 'data' variable to bytes, however I'm struggling to do so as .encode() isn't working. The error returned is:
...ANSWER
Answered 2018-Dec-29 at 09:17You are confusing strings and raw bytes. Your buffer
is a string, while socket input is normally bytes
.
Best approach is simply convert received bytes into string.
Try this code:
QUESTION
I am using the following script : python script
...ANSWER
Answered 2018-Mar-21 at 19:57That script requires Python 3.5 and above, but you are using Python 3.4. See typing for more information.
You can upgrade to the latest version of Python or simply remove : str
and : np.array
from the code.
QUESTION
In Julia, how do I load IQFeed data at high speed? We purchased a license for IQFeed
I want to do something like this [import, and cleanup (removing NA's or otherwise treating missing data)] (https://grollchristian.wordpress.com/2014/09/05/sp500-data-download-julia/)
He uses EconDatasets I did not understand which feed it takes from?
Or perhaps I have to modify the bloomberg.jl package?
Or perhaps reading from the IQFeed is something totally different?
I could not find any documentation on how to do this. I'm new to Julia, and to using IQFeed.
I saw a list of 'qunatitative financial computing' packages but none seem to address the import of technical financing data and analysis of that imported data.
I saw pyiqfeed for importing iqfeed in Python that uses sockets.
...ANSWER
Answered 2017-Dec-17 at 02:06According to Colin T. Bowers, Julia is still in beta, and there are no packages for it. For this reason we decided not to go on with Julia.
So the short answer is: There is none.
If you still want to go at it yourself, The easiest way to go would be to use one of the two available open source python IQFeed packages, which basically call sockets with a predefined text (utf-8) message and receive a result in a callback.
Turning them into Julia seems to me to be quite easy.
You'll need to run the IQFeed client first with a username/pw you get from them.
QUESTION
I write the code as listed in the readme.md of the iqfeed project
But get: ImportError: cannot import name historicData
,
when I do from iqfeed import historicData
I have pip installed the iqfeed. (when in the myproject directory, but if I do pip install in the src or src/iqfeeder directories I get up to date
messages so that's OK).
Python finds the iqfeed. (If I write iqFeed
instead it says ImportError: No module named iqFeed
I'm running it from a unittest
in ipython console in spyder.
my pythonpath is: - c:\python27\lib\packages - c:\dev\myproject - c:\dev\myproject\src\tests
- my class IqfeedImporter using iqfeed is in
c:\dev\myproject\src\myfeeds\IqfeedImporter.py
- my class IqfeedImporterTests with test_importfeed() is in
c:\dev\myproject\src\tests\IqfeedImporterTests.py
ANSWER
Answered 2017-Oct-30 at 12:44It's not the same project.
When you pip install iqfeed
you get this package, not the one you linked.
https://github.com/tibkiss/iqfeed
If you want to use https://github.com/luketighe/IQFeed , just download it. It's just a single file called iqfeed.py
.
QUESTION
Firstly, I understand that comments aren't valid json. That said, for some reason this .json file I have to process has comments at the start of lines and at the end of lines.
How can i handle this in python and basically load the .json file but ignore the comments so that I can process it? I am currently doing the following:
...ANSWER
Answered 2017-Sep-20 at 09:09kind of a hack (because if there are //
within the json data then it will fail) but simple enough for most cases:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install iqfeed
You can use iqfeed like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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