shawnallen85 / tradesharp-iqfeed-connector

TradeSharp connector for IQFeed provider. TradeSharp is a C# based data feed and broker neutral Algorithmic Trading Platform that lets trading firms or individuals connect to providers, and automate any rules based trading strategies in stocks, forex and ETFs.

IMPORTANT

This is an old project and hasn't been actively maintained since 2015 and we're not providing any paid support for it.

IQFeed-Connector

This project contains a connector of IQFeed for TradeSharp (a C# based Algorithmic Trading Platform).

Find more about TradeSharp here.

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Getting Started

Tools

• Microsoft Visual Studio 2012 or higher
• .NET Framework 4.5.1

Prerequisites

• Working TradeSharp Application
• Demo/Live Account for IQFeed
• IQFeed Client 5.2.5.0 Download Link

Setting up The Connector

1. Download the connector zip file or clone the repository.

2. Install IQFeed Client 5.2.5.0.

3. Update IqFeedParams.xml file in TradeSharp.MarketDataProvider.IQFeed project. The file should have similar content as shown below.

<?xml version="1.0" encoding="utf-8" ?>
<IqFeed>
  <LoginID>234567</LoginID>
  <Password>abcdefg</Password>
  <ProductID>PRODUCT_ID_IQFEED</ProductID>
  <ProductVersion>5.2.5.0</ProductVersion>
</IqFeed>

NOTE: LoginID, Password and ProductID are obtained by creating a Demo/Live account for IQFeed. Set ProductVesion as 5.2.5.0

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Compiling Code

Clean and Build the code from Visual Studio.

1. Right click on the TradeSharp.MarketDataProvider.IQFeed project.

2. Select Clean.

3. Right click again and select Build.

4. Repeat the steps for TradeSharp.MarketDataProvider.IQFeed.Tests project.

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Bugs

Please report bugs here