Data Feeds

IQFeed

Introduction

Instead of using the data feed from your brokerage, you can also use IQFeed if you're on Windows. Using IQFeed requires you to have an IQFeed developer account and you need to have the IQFeed client installed locally. This tutorial demonstrates how to set up the IQ Feed data feed with the QuantConnect Paper Trading brokerage.

Deploy Local Algorithms

Follow these steps to start local live trading with the IQ Feed data feed:

  1. Open a terminal in the organization workspace that contains the project.
  2. Run lean live "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter a brokerage number. 
    $ lean live "My Project"
Select a brokerage:
1) Paper Trading
2) Interactive Brokers
3) Tradier
4) OANDA
5) Bitfinex
6) Coinbase Pro
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Atreyu
12) Trading Technologies
13) Kraken
14) TD Ameritrade
Enter an option: 1
  3. Enter the number of the data feed to use and then follow the steps required for the data connection. 
    $ lean live "My Project"
Select a data feed:
1) Interactive Brokers
2) Tradier
3) Oanda
4) Bitfinex
5) Coinbase Pro
6) Binance
7) Zerodha
8) Samco
9) Terminal Link
10) Kraken
11) TD Ameritrade
12) IQFeed
13) Polygon Data Feed
14) Custom data only
To enter multiple options, separate them with comma.:
  4. Enter the path to the IQConnect binary.

    The default path is C: / Program Files (x86) / DTN / IQFeed / iqconnect.exe if you used the default settings when installing the IQFeed client.

    $ lean live "My Project"
IQConnect binary location [C:/Program Files (x86)/DTN/IQFeed/iqconnect.exe]:
  5. Enter your IQFeed username and password. 
    $ lean live "My Project"
Username: 123456
Password: **********
  6. If you have an IQFeed developer account, enter the product Id and version of your account. 
    $ lean live "My Project"
Product id: <yourID>
Product version: 1.0
  7. If you don't have an IQFeed developer account, open iqlink.exe, log in to IQLink with your username and password, and then enter random numbers for the product id and version. 
    $ lean live "My Project"
Product id: 123
Product version: 1.0
  8. View the result in the <projectName> / live / <timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Supported Assets

Our IQFeed integration supports securities from the following asset classes:

  • US Equity
  • Forex (listed on FXCM)
  • US Option
  • Future

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