MATLAB: Can I use the function HISTORY with multiple security inputs for IQFEED data in MATLAB (R2013a)

Datafeed Toolboxhistoryiqfiqfeed

I want to use the IQFeed commands to get history or real-time data for a list of securities.

I can connect using IQF and get history data using the HISTORY command. The problem is the data is for a single security and it is returned asynchronously. Therefore, I would have to call history and then wait for it to return data and then call it again for another security.

Is there a way I can call HISTORY with multiple security inputs?

Best Answer

Unfortunately, as of MATLAB (R2013a), it is not possible to call the functions HISTORY on IQFEED data, with multiple security inputs.

An enhancement request has been submitted to our developers to consider this feature in future releases.

Related Solutions

MATLAB: Are synchronous IQFEED data queries possible in Datafeed Toolbox 4.5 (R2013a)

All IQFEED data query functions are implemented as asynchronous in Datafeed Toolbox 4.5 (R2013a) for consistency with the IQFEED API. Asynchronous functions will continue execution without waiting for the data to return.

In order to get "IQFeedLevelOneData" data from the base workspace into a function, you can check the existence of this variable using "evalin". See attachment "workaround1.m" . Another workaround that achieves the behavior of a synchronous function uses a global variable and a custom callback function to modify the global variable when the data has returned. See attachment "workaround2.m"

MATLAB: How to fetch data from Bloomberg by using the CUSIP for a security with the Datafeed Toolbox 1.3.1 (R13)

The CUSIP for a security signifies the security and the market. The Datafeed Toolbox can fetch data using the CUSIP of a security.

For example the following returns the same results:

c = bloomberg;
data = fetch(b,'IBM US Equity')
data1 = fetch(b,'459200101')

Best Answer

Related Solutions

MATLAB: Are synchronous IQFEED data queries possible in Datafeed Toolbox 4.5 (R2013a)

MATLAB: How to fetch data from Bloomberg by using the CUSIP for a security with the Datafeed Toolbox 1.3.1 (R13)

Related Question