Sierra Chart - DTN IQ Feed Data Service

DTN IQ Feed Data Service

Introduction

DTN IQ Feed

Sierra Chart supports DTN's IQFeed data service. DTN IQFeed provides an abundance of market data including real-time tick-by-tick data from a variety of exchanges around the world, historical tick, minute, and daily data. For complete information, please visit the IQFeed website.

Serving over 80,000 individuals with market data, DTN is the leader in high speed, highly reliable data services. The best value on the market, IQFeed includes the ability to watch 500 simultaneous symbols, real time news and retrieve historical and intraday data. DTN offers real time and delayed data on US and Canadian Stocks, Eminis, Indexes, Options, Market Breadth/Stats, US Futures, International Futures and Forex.

Users now have access to over 8 months of historical minute data on nearly every symbol IQFeed carries. Plus, for the most heavily traded Emini contracts (@ES#, @NQ#, @YM#, etc), they have several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) data available! If you are downloading historical intraday tick data, IQFeed provides 30 days of history (includes pre-post market).

What is Included

Set-up Instructions

  1. Follow the instructions on the DTN IQFeed website to setup an account with DTN IQ Feed if you do not already have an account. A free trial from DTN IQ Feed is available.

    Download the latest version of the IQFeed client from the DTN IQFeed Client download page on the DTN IQ Feed website. Install the client software as directed.

  2. Please reboot your computer after installing the IQFeed client to ensure that the connection to the data service will succeed.

  3. To use DTN IQFeed in Sierra Chart, go to or run Sierra Chart, if it is not already running, and select File >> Data/Trade Service Settings on the menu. In the Service list box at the top, select DTN IQFeed as the service to use.

    On the Data/Trade Service Settings window you will see two options for downloading historical intraday data from DTN IQFeed. One option is to download Minute data, and the other is to download Tick data. If you are using Tick, Volume or Range charts, you will want to use Tick data for precise charts. Keep in mind there is less Tick data available compared with Minute data. As of this writing, 30 days of Tick data is available from DTN IQ Feed. However, due to the bandwidth requirements for Tick data, during market hours there is only about 8 days available. Therefore, using historical Tick may not always be the best choice since you have less available historical data. However, you could initially download Minute data, and after you get a large amount of historical data you can then switch to Tick data. That's a good strategy. This setting can be changed at any time. The next historical download that occurs, will use this setting.

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  4. Set Time Zone control to the time zone you want to display all times in, such as your local time zone. See the Time Zone Setting documentation for information on this setting.

  5. Set the Intraday Data Storage Time Unit to what you require. For efficiency, preferably not lower than 2 seconds.

  6. Click OK to close the Data/Trade Service Settings window.

  7. Connect to the data feed by selecting File >> Connect to Data Feed on the menu. You will be presented with the IQFeed client login window for you to login and connect to the DTN IQFeed service. On that window, and fill out and set all settings as required. It is recommended that you choose the option to automatically connect, on that window.

  8. If you are receiving delayed data, and your chart bars are not updating, then please see help topic 3.7 for more information.

  9. Continue with step number 2 on the Getting Started documentation page.

Symbols

For more information about symbols and symbol formation with DTN IQFeed, please see the Symbol Guide page on their website.

*Last modified Wednesday, 08th September, 2010.