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QCollector For DTN IQFeed

Getting Started With QCollector For DTN IQFeed

Note: You must have a subscription to the DTN IQFeed data feed and the IQFeed client software must be installed on your computer before you can download data with QCollector.

Part I: Connect to IQFeed Connection Manager.

Start up QCollector and click on the Connect to IQFeed toolbar button (the button with the lightning bolt at the far left of the toolbar).

If the IQ Feed Connection Manager is not already running it will start up and appear on screen. You might have to enter your user name and password before connecting. Check the boxes to allow the IQFeed Connection Manager to connect automatically if you prefer not to enter this information every time.

Part II: Collect data for the Ascii Trial Symbols

A sample ASCII format portfolio is optionally installed with QCollector that includes items for all the symbols enabled in the trial version. If you don't see the Ascii Trial Symbols portfolio in the portfolio list make sure the Ascii tab is selected in the bottom left hand corner of the QCollector program window.

To collect data for the Ascii Trial Symbols portfolio do the following:

  1. Click on the "+" sign beside the Ascii Trial Symbols portfolio name to open the portfolio and view the items inside. Notice that a symbol can be added more than once as long as each portfolio item has a different interval or file name.
  2. With your mouse, select the Ascii Trial Symbols portfolio, or any item in the portfolio, and then click on the QCollector toolbar button with the double down arrows. This will start a data collection for all items in the portfolio.

    The Collection Status window will open up which displays the progress of the download. If there are any error messages they will appear in the box on the right side of the Collection Status window.

  3. When the download is complete click on the Show collection progress toolbar button to close the Collection Status window. Now select one of the items in the portfolio and then click on the Data tab to view the collected data.

    Notice that only the last 200 or so records will be shown in the data grid since loading large data files would be too time-consuming. Click on the Properties tab to view the start and end dates for the data records in the file.

Note: If you will only be using MetaStock format data you can delete the Ascii Trial Symbols portfolio after this demonstration.

Part III: Create a new MetaStock format portfolio in QCollector.

  1. From the File menu select New MetaStock Portfolio.
  2. Enter a name for the portfolio in the first box such as "My Stocks".
  3. Enter a folder name in the second box such as "C:\Data\MyStocks" or click on the button to the right to select a folder where you want the portfolios data files to be stored.
  4. Click "OK" to accept the other defaults and create the new portfolio. If asked to create a new folder click on "OK".

Part IV: Add a daily data item to your new portfolio.

To add a daily data item to your new MetaStock format portfolio do the following:

  1. Right-click on your new "My Stocks" portfolio in QCollector and select Add Symbol to Selected Portfolio from the pop up menu. Hint: You can also use the Ctrl-N hotkey to do this.
  2. Enter "ADSK" in the first box. This is one of the free trial symbols.
  3. Click on the little calendar icon beside the Start date box and then select a date a few weeks back for the starting date.
  4. For Time Frame select Daily.
  5. Click OK to accept the other defaults and add the symbol to the portfolio.
  6. Collect data for the symbol you just added to your "My Stocks" portfolio by selecting the ADSK item in the portfolio and then clicking on the QCollector toolbar button with the single down arrow. To view the data after it comes in, click on the Data tab.

Part V: Adding a group of items to your portfolio

To add a group of several intraday data items to your new MetaStock format portfolio do the following:

  1. Right-click on your new "My Stocks" portfolio in QCollector and once again select Add Symbol to Selected Portfolio from the pop up menu.
  2. Enter INTU (Intuit) in the first box. This is one of the free trial symbols.
  3. Enter a date about one week back. This will give you about a week of intraday data for this item which is enough for this demonstration.
  4. For Time Frame select Intraday and then enter 5 minutes.
  5. Enter 9:30 AM for session start time and 4:00 PM for session end time. By default all IQFeed data records are given timestamps for the Eastern Time zone but you have the option to set your own session range. You can also check the All Hours box to pick up all data for symbols that trade outside regular trading hours.
  6. Click on the Save as default box so you won't have to fill in these boxes every time.
  7. Now, click on the Apply button. The item will be added to the portfolio and the form will stay open so you can add another item.
  8. Enter another symbol in the box, this time INTU. Enter 30 in the minutes box. Click on the Apply button again to add the item to the portfolio.
  9. One more time, enter INTU in the first box but this time enter 60 in the minutes box. This time click on the OK button to add the last item and close the form.
  10. Collect data for all the items you just added by selecting your "My Stocks" portfolio and then clicking on the QCollector toolbar button with the double down arrow. To view data for any item after it comes in, select the item and then click on the Data tab.

Part IV: Running timed updates on your data files.

To update your data files in real-time during the trading session do the following:

  1. Click on the Timed Updates tab to show the controls there. The empty list box is where you will add the items you want to update.
  2. Select one of the intraday items in your MetaStock portfolio with your mouse, and holding the mouse button down, drag it over to the empty box on the right and let the mouse button go to drop it in the list box. You can add as many items to the list as you like as long as you have collected data for the item at least once, as we did above.
  3. Enter 10 in the Update Interval box. Leave the "Synch to time" box unchecked.
  4. Click on the Run button. The timed udpates will begin. To view your data file as it updates, right-click on the item in the timed updates list and select Go To Item Data. For an actively traded symbol, you should at least see the volume figure update every ten seconds.
  5. You can stop the timed updates at any time by clicking on the Stop button. If you only want to make some changes and then run the timed updates again, click on the Pause button instead. Pausing the timed updates does not require the data files to be re-initialized. Click on Run to go again.
  6. For a full description of running timed updates with QCollector it is strongly recommended that you review the QCollector Help topic Timed Updates.

Hint: Be sure to review the QCollector Help topic Importing Symbols for a description of how to import a list of symbols into your portfolios.