IQML - Matlab connector to IQFeed

Matlab connector to IQFeed
95 Downloads
Updated 27 Mar 2023

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

Cite As

Yair Altman (2024). IQML - Matlab connector to IQFeed (https://github.com/altmany/IQML/releases/tag/v2.230), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with R2008b and later releases
Platform Compatibility
Windows macOS Linux
Categories
Find more on Transaction Cost Analysis in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
2.230.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.230

2.68.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.68

2.67.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.67

2.66.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.66

2.63

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.63

2.62

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.62

2.61

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.61

2.60

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.60

2.59

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.59

2.58

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.58

2.57

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.57

2.56

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.56

2.55

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.55

2.54

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.54

2.53

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.53

2.52

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.52

2.51

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.51

2.50

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.50

2.49

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.49

2.48

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.48

2.46

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.46

2.45

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.45

2.44

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.44

2.43

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.43

2.42

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.42

2.41

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.41

2.40

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.40

2.39.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.39

2.38.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.38

2.37.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.37

2.36.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.36

2.35.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.35

2.34.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.34

2.33.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.33

2.32.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.32

2.30.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.30

2.29.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.29

2.28.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.28

2.27.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.27

2.26.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.26

2.25.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.25

2.24.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.24

2.22.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.22

2.21.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.21

2.20.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.20

2.19.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.19

2.18.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.18

2.17.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.17

2.16.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/v2.16

2.15.0.0

See release notes for this release on GitHub: https://github.com/altmany/IQML/releases/tag/2.15

2.11.1

Updated title, description, requirements

2.11

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.