Overview

http://iqfeed.net provides real-time market data via a TCP/IP API. They also provide a .NET wrapper for this API but it is based on ActiveX Interop and only works in a WinForms application. The Nextropia implementation is built directly on top of the TCP/IP API and works in any .NET environment.

For more information about the IQFeed API see http://iqfeed.net/dev.

Thanks to Dennis for providing a starting point for this project at http://forums.dtnma.com/index.cfm?page=topic&topicID=284

Sample Usage

class Program
{
    public static void Main()
    {
        Nextropia.IQFeed.Adapter adapter = new Nextropia.IQFeed.Adapter();
        adapter.Connect("IQFEED_DEMO", "1.0", "1.0");
        adapter.MessageReceived += new Nextropia.IQFeed.MessageReceivedDelegate(adapter_MessageReceived);
        adapter.QuoteReceived += new Nextropia.IQFeed.QuoteReceivedDelegate(adapter_QuoteReceived);

        adapter.MonitorSymbol("MSFT");

        Console.WriteLine("Press any key to disconnect");
        Console.ReadKey();

        adapter.Disconnect();

        Console.WriteLine("Press any key to quit");
        Console.ReadKey();
    }

    static void adapter_QuoteReceived(Nextropia.IQFeed.PriceQuote quote)
    {
        Console.WriteLine("{0} {1} {2}", quote.LastTradeTime, quote.Symbol, quote.Last);
    }

    static void adapter_MessageReceived(string message)
    {
        Console.WriteLine(message);
    }
}

Last edited Jan 26, 2009 at 8:25 PM by nextropia, version 10