IQFEED asynchronous intraday tick data
timeseries(Q, S, daterange)
timeseries(Q, S, daterange, per, elistener, ecallback)
timeseries(Q, S, daterange)
returns intraday ticks for
the given date range using the default socket listener and event
handler.
timeseries(Q, S, daterange, per, elistener, ecallback)
returns intraday ticks for the given date range and defined period using an
explicitly defined socket listener and event handler.
Data requests are returned asynchronously. For requests that return a large number of ticks, there may be a significant lag between the request and when the data is returned to the MATLAB® workspace.
Q |
IQFEED® connection handle created using
|
S |
|
daterange |
Either a scalar value that specifies how
many periods of data to return or a date range of
the form |
per |
Specifies, in seconds, the bar interval of the ticks used to aggregate ticks into intraday bars. |
elistener |
Function handle that specifies the function used to listen for data on the IQFEED Lookup port. |
ecallback |
Function handle that specifies the function that processes data event. |
Note
The timeseries
function uses the same port as the
history
function. These functions return data in either the
IQFeedTimeseriesData
or
IQFeedHistoryData
MATLAB workspace variable created by the first executed
function. For different behavior, write an event handler function to
process the returned data. For details, see Writing and Running Custom Event Handler Functions.
Return intraday ticks for a given date range and use the default
socket listener and event handler. Display the results in the
MATLAB workspace in the variable
IQFeedTimeseriesData
.
timeseries(q,'ABC',{floor(now),now}) openvar('IQFeedTimeseriesData')
For data that is not aggregated, the fields returned are:
Timestamp
Last
Last size
Total volume
Bid
Ask
TickID
IQFEED reserved field
IQFEED reserved field
Basis for last
Basis for last is either a C
that means the last
qualified trade or E
that means an extended
trade.
Return the intraday ticks for a date range using the 24-hour military
format, per
of 60 seconds, and the default socket
listener and event handler. Display the results in the MATLAB workspace in the variable
IQFeedTimeseriesData
.
timeseries(q,'ABC',{'02/12/2012 09:30:00','02/12/2012 16:00:00'},60) openvar('IQFeedTimeseriesData')
For aggregated data, the fields returned are:
Timestamp
High
Low
Open
Close
Total volume
Period volume
Return the intraday ticks for a date range using the 12-hour time format.
timeseries(q,'ABC',{'02/12/2012 09:30:00 AM','02/12/2012 04:00:00 PM'},60) openvar('IQFeedTimeseriesData')
Return the intraday ticks for a date range on the security
ABC
using the function handles
iqtimeseriesfeedlistener
and
iqtimeseriesfeedeventhandler
. Display the
results in the MATLAB workspace in the variable
IQFeedTimeseriesData
.
timeseries(q,'ABC',{floor(now),now},[],@iqtimeseriesfeedlistener,@iqtimeseriesfeedeventhandler) openvar('IQFeedTimeseriesData')
When you make multiple requests with multiple messages, this error might display: Warning: Error occurred while executing delegate callback: Message: The IAsyncResult object was not returned from the corresponding asynchronous method on this class.
To fix this, restart MATLAB.
close
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| realtime