Updated 11 Jul 2021
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
Yair Altman (2021). IQML - Matlab connector to IQFeed (https://github.com/altmany/IQML/releases/tag/v2.57), GitHub. Retrieved .
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