grandtiger / IQFeed.CSharpApiClient

IQFeed.CSharpApiClient is fastest and the most well designed C# DTN IQFeed socket API connector available

IQFeed CSharp Api Client

IQFeed.CSharpApiClient is fastest and the most well designed C# DTN IQFeed socket API connector available to the open source community! Currently supporting the latest stable IQFeed protocol version 6.0.

IQFeed is an affordable and reputable Internet market data provider. For more info.

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Table of Contents

• Features
• Usage
  • Installation
  • Configuration
  • Examples
• IQFeed API support status
• Contributing

Features

• Designed completely non-blocking from bottom-up with nice async/await interfaces
• Streaming events are distributed in a consistent way using Action delegates
• Handle multiple socket connections for at least 40% performance increase when requesting lookup data
• Sockets are using SocketAsyncEventArgs for maximum performance and trying to reduce pressure on GC
• Support for .NET Core 2.0

Usage

Installation

Install-Package IQFeed.CSharpApiClient

Configuration

Now, you need to set your API credentials and product id somewhere. You have 2 options, in your user environment variables or app.config.

User environment variables

• Run rundll32 sysdm.cpl,EditEnvironmentVariables to open the Environment Variables
• In your User variables, create 4 new ones:
  • IQCONNECT_LOGIN
  • IQCONNECT_PASSWORD
  • IQCONNECT_PRODUCT_ID
  • IQCONNECT_PRODUCT_VERSION (not mandatory, will fallback to 1.0.0.0)

app.config

In your appSettings section, assign values to these key:

<appSettings>
     <add key="IQConnect:login" value=""/>  
     <add key="IQConnect:password" value=""/>  
     <add key="IQConnect:product_id" value=""/>  
     <add key="IQConnect:product_version" value=""/>  
</appSettings>

Examples

Check IQFeed.CSharpApiClient.Example for more examples.

IQFeedLauncher.Start();
var lookupClient = LookupClientFactory.CreateNew();
lookupClient.Connect();
var ticksMessages = await lookupClient.Historical.ReqHistoryTickDatapointsAsync("AAPL", 100);

IQFeed API support status

• Streaming data
  • Level 1 data ✔️
  • Level 2 data ❌
  • Derivative data (in progress)
  • Admin data ✔️
• Lookup data
  • Historical data ✔️
  • News data ❌
  • Symbol Lookup data ❌
  • Chains Lookup data ✔️

Contributing

Pull requests are welcome! Don't hesitate to open an issue if something goes wrong.