PTMC as a Data Collector for IQFeed

And the below:
-- Ability to collect real-time data without plotting a chart
-- Import and Export data from the database in the ASCII format or native format of the database
-- Ability to use the third-party databases (SQL Server, Mongo DB)

Hello, Laurent!

Can I use PTMC as a data collector for IQFeed? How is the data handled and saved?

Yes, you can load history via chart to view it in platform or load and handle it with Algostudio.

Also, it's possible to record real time data from vendor directly in file.

Data can be keeped in :

1. Terminal database (to watch it in chart, you can't handle directly this type of data but you can analyse it via our analysis tools)

2. Algostudio database (you can export / analyse and handle the data)

3. Recording a real time data (you can do it for most of the panels to keep calculations what you need)

-- Data saved as a file

-- Ability to collect real-time data without plotting a chart
-- Import and Export data from the database in the ASCII format or native format of the database

You can do it by those ways :

1. Create database via Algostudio :

Load data type whatever you want :

Work with it and export / analyse the file :

2. Record real time data to excel using panel what you need (like T&S for example):

-- Support for spread futures

If broker provides this kind of data like an individual instrument you can keep and work with it via our platform (like with usual instrument).

If you want to use your own spreads you can use our Synthetic instruments functionality to create your instrument and watch the data on chart :

That's great, thank you for the answer!

A couple of extra questions:
-- Is AlgoStudio available for futures now?
-- Is the data recorded at a subsecond level for tick data (it is supported by IQFeed)? So, if I export it, will get a subsecond resolution?

Thank you!

-- Is AlgoStudio available for futures now?

Yes, it's available for futures too :

-- Is the data recorded at a subsecond level for tick data (it is supported by IQFeed)? So, if I export it, will get a subsecond resolution?

Yes, you're able to choose resolution, so you can use milliseconds, if Broker provides it :

Last question on this.

How is the data stored? Is it stored in a database and easily accessible with a 3rd party application or do I have to go through PTMC? I would need to bulk export some data so being able to export it with a 3rd party application would be better (as opposed to export data contract by contract).

Thanks!

Yes, data stored in database (MySql). You can find application folder: offline\(name of connection)\history.db

But the best way to download it via PTMC or by special script. If you need help, our team can help you with it.

BTW: don't forget about legitimacy of such actions - you should check IQFeed's terms and conditions.

Is there a way to download data for expired futures? I don't seem to be able to add it in AlgoStudio... 

Also, is there a way to load a list of symbols in the database from a file instead of having to choose them?