IQFeed Data:
IQFeed is the name we use and you see most often because for traders, the quality of the data is what really drives their decision making. IQFeed is the data behind the DTN.IQ such as Watch Lists, Watch Quote, News and Market Depth.

• There is no filtering involved, and the data is direct from the North American market exchanges to our fully redundant data centers. Your applications will have access to all US Equity and Commodity exchanges (such as NYSE, Nasdaq, ICE, CBOT, CME, OPRA, NYMEX), as well as Canadian Stocks, London Stocks, Forex Eurex, Euronext, Simex and most of the major Indices.

• You will also have access to market moving news from the DTN News Room, Benzinga Pro, RTT News, Dow Jones, Business Wire, PR Newswire and more.

• Your application will be able to lookup Option Chains based on an underlying equity, search for symbols based on company names, and pull back historical data (180 calendar days of tick (includes pre-post market) and several years of n-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007))
  
  

Whats New:

• IQFeed 6.2 (2020/10/02)
  • IQConnect and all Display apps are now 64bit.
  • New Depth Protocol to support Futures Market By Order data and unlimited price levels in Market By Price data.
  • Trade correction messages in Level 1 data.
  • Several stability and general quality of life fixes.
• Released IQFeed 6.1.0.20 build - (2019/02/09)
  • Added trial account notifications alerts.
  • Added Market Summary File Support - Downloadable files, available via market and security type.
    • 5 minute snapshot files - no historical
    • Daily File snapshot - historically available. (Starting 5/20/2018)
    • Fundamental files - historically available. (Starting 5/20/2018)
  • Added visual alerts to identify local queuing of data.
  • Added a flag to allow filtering of non-standard options in chains requests.
  • Expanded our level one field sets to include:
    • Trade Aggressor - Identifies if the trade was executed at the bid or the ask. (CME group and ICE exchanges currently)
    • Trade Day Code - The trading day of month that the trade applies to.
  • Expanded fundamental data offering to include:
    • Base Currency - Currency used at exchange of origin
    • Contract Size - The units associated with 1 contract of a given root.
    • Contract Months - The trading months associated with a given root.
    • Minimum Tick Size - Minimum price change
    • First Delivery Date
    • Open Time - Standard opening time per root.
    • Close Time - Standard closing time per root.
    • FIGI - Global Symbol/instrument identifier.
    • Security SubType - Identifies non-standard Options, binary options, and ETFs.
  • Expanded Tick History request results to include Trade Aggressor (See Level 1 for limitations) and Day Code.
• Released IQFeed 6.0.1.1 with various bug fixes - (2019/02/01)
  • Added support for 64bit (8+ decimals) precision prices in streaming (Level 1) data and History data (as soon as the history servers support rolls out).
  • Time & Sales now autosizes on headers and data.
  • Time & Sales filters button now stays active while filters are enabled.
  • SnapQuote now has the ability to change fonts and autosizes the grid appropriately so it can be read at higher resoultions and scaling.
  • Fixed bug in SnapQuote causing Last price to only display 4 decimal places when exchange formatting turned on.
  • Fixed bug in SnapQuote causing up/down/unchanged coloring to not work for Last/Bid/Ask price fields.
  • Fixed bug in Charts causing the Left/Right YAxis toggle setting to not save properly.
  • Watchlist right-click menu cleaned up.
  • Watchlist alerts reset screen will now accept all appropriate keystrokes.
  • Fixed several settings with the lower studies settings either not working or not saving in charts.
  • News now saves splitter window sizes and should load up in a more user friendly state.
• Released the IQFeed 6.0.0.4 build - (2018/07/06)
  • Added new display applications to the right click menu:
    • Watchlists
    • Charts
    • Time And Sales
    • Option Chains
    • Market Scans
  • Renamed WatchQuote to Snapquote
  • Updated older display apps to use a ribbon interface.
  • Updated all icons.
  • Added an option to save/load your current workspace.
• Released IQFeed 5.2.7.0 with various bug fixes
• Released IQFeed 5.2.2.0 with various bug fixes and additional fundamental data fields(6/8/2016)
• Added London Stock Exchange and FTSE Index availability to IQFeed (6/1/2016)
• Released IQFeed 5.2.1.0 with various bug fixes and support for new MAC Installer (2/24/2016)
• Added microsecond support for exchanges that support it.
• Added group id codes to symbol lookup
• Released IQFeed 5.1.3.1 with various bug fixes to connection/login logic (4/27/2015)
• Released IQFeed 5.1.2.5 with various bug fixes and new crash logging to help better troubleshoot issues for customers (3/9/2015)
• Released IQFeed 5.1.1.3 with various bug fixes (7/25/2014)
• Added ability to watch trades only in level I stream (6/9/2014)
• Added streaming interval bars (6/9/2014)
• Added Market Depth/Level II display application (6/9/2014)
• Released IQFeed 5.1.0.14 to limit memory footprint, improve speed and squash some bugs (6/7/2013)
• Added new versioning protocols to the API for better backward compatibility (6/7/2013)
• Added new new fields for 5.0 protocol (6/7/2013)
• Market Center for each trade is now reported and available with historical tick data (5/1/2013)
• Trade conditions now available in feed and historical tick data (5/1/2013)
• Now includes millisecond precision timestamps (5/1/2013)
• IQFeed 5.0 has been released (5/1/2013)
• New account management portal available allows customers to add/remove services in real time 24/7 (4/1/2013)
• Now supporting tick and volume bars in history (10/23/2012)
• Now including a News.exe and IQWatchQuote.exe accessible from the display apps right-click menu (10/23/2012)
• Enhanced Diagnostics app for better reliability, PC information, and logging configuration (10/23/2012)
• Better DDE performance (10/23/2012)
• Faster response time on history requests (10/23/2012)
• Simplified news request commands (10/23/2012)
• VB6/VBA support in all COM interfaces (10/23/2012)
• Enhanced Level 2/market depth server reconnection logic (10/23/2012)
• All ICE Data is now direct from the exchanges (8/20/2012)
• Added market breadth symbols covering the S&P 100 as well as $ Vol Net (3/1/2012)
• IQFeed 4.8.1.7 has been released (1/12/2012)
• Added ability to request (n)Second bars (12/14/2011)
• Loaded additional daily Index history. INDU.X now goes back to 1920's, many others 30+ years. (2/12/2011)
• Added TickID to the stream to allow developers to more easily sync history to the stream (2/05/2011)
• Increased historical tick data storage to 120 calendar days (10/01/2010)
• Equalized Futures historical data now available for all futures. Historical data will return with data back adjusted for rollover gaps. Use new symbology of "[ROOT]#C". Example: @ES#C. (07/26/2010)
• Moved to a new FXCM datafeed resulting in much better reliability and consistency of Forex data from FXCM (07/11/2010)
• Equity/Index option stats now update every second. Example: Put Call Ratio, etc (05/17/2010)
• Added ability to retrieve historical futures contracts (daily and minute data). Example: CZ02, @ESM08, QCLJ10, etc (05/01/2010)
• Added over 100 addl. market stats/internals and update many once per second now (3/26/10)
• Ability to request date range on daily history (2/08/10)
• Added Exchange Root field for easier mapping to order entry systems (2/08/10)
• Dynamic fieldsets now only sends data when watched field updates (less overall message traffic) (2/08/10)
• Added New Fields (Trade/Bid/Ask Market Center)
• 64bit support (2/08/10)
• Added compression to historical data requests (2/08/10)
• IQFeed 4.7 has been released! (2/08/2010)
• Added compression to IQFeed stream to increase performance and decrease bandwidth utilization (4/16/09)
• Added ability to lookup symbols by Industry/Sector Codes (SIC or NAICS) (4/16/09)
• New Fields available: Short Interest and NAICS Code (4/16/09)
• IQFeed 4.6 Released (4/16/09)
• Pink Sheet Level I and Level II quote data now available (06/15/2009)
• Tick history expanded from 8 calendar days to 30 calendar days (10/10/08)
• IQFeed client beta 4.5 now available to developers with more flexible and faster historical data retrieval methods (10/01/08)
• Eurex Market Depth Now Available (8/25/08)
• New Exchanges added: CFE, BMF, DME, MDEX, WTB (8/11/08)
• IQFeed 4.4 has been released! (5/13/08)
• Futures Market Depth now available (3/31/08)
• IQFeed Client Pre-Beta released to Registered Developers (3/17/08)
• New History Servers Processing Tick Correction and DTN's Proprietary "Radical Price Checking" (3/07/08)
• IQFeed now provides 1+ year of (X)Minute data on all symbols and 2.5+ years of (X)Minute data on the Eminis! (12/01/2007)
• IQFeed 4.3 has been released! (11/01/2007)

IQFeed Protocols:
This API is a Microsoft Windows executable interface for the IQ Server Systems. Its' use is limited to launching the executables and using the COM interfaces or TCP/IP socket to request and receive data. It is not a development library and no option is provided for direct connections to our servers or including components of the API into your own developed code. Two types of interfaces are used in the IQFeed API: a socket based interface for streaming data, and COM or TCP/IP based interfaces for lookups and historical data/news retrieval.