Can I use the function HISTORY with multiple security inputs for IQFEED data in MATLAB (R2013a)?

I want to use the IQFeed commands to get history or real-time data for a list of securities.

I can connect using IQF and get history data using the HISTORY command. The problem is the data is for a single security and it is returned asynchronously. Therefore, I would have to call history and then wait for it to return data and then call it again for another security.

Is there a way I can call HISTORY with multiple security inputs?

Answer 1

[MathWorks Support Team]

Unfortunately, as of MATLAB (R2013a), it is not possible to call the functions HISTORY on IQFEED data, with multiple security inputs.

An enhancement request has been submitted to our developers to consider this feature in future releases.

Answer 2

[Yair Altman]

For anyone interested, the IQML (IQFeed-Matlab) connector enables querying multiple securities at once, specified as either a cell-array of symbols, or a single string of comma-delimitted symbols.

These securities can be fetched serially or in parallel (using the Matlab Parallel Computing Toolbox), synchronously or asynchronously (in the background).

A simple usage example:

data = IQML('history', 'symbol','IBM,AAPL,MSFT,GOOG', 'UseParallel',true);

Details: https://undocumentedmatlab.com/IQML or https://www.mathworks.com/matlabcentral/fileexchange/69814-iqml-matlab-connector-to-iqfeed