iqfeed: IQFeed
In QuantTools: Enhanced Quantitative Trading Modelling
Description
Details
Basis For Last
Markets
Trade Conditions
Examples
Description
IQFeed
Details
Retrieves IQFeed historical market data like ticks and candles.
Basis For Last
C Last Qualified Trade
E Extended Trade = Form T trade
O Other Trade = Any trade not accounted for by C or E.
S Settle = Daily settle, only applicable to commodities.
Markets
Market Id Short Name Long Name
1 NGM Nasdaq Global Market
2 NCM National Capital Market
3 OTC Nasdaq other OTC
4 OTCBB Nasdaq OTC Bulletin Board
5 NASDAQ Nasdaq
6 NYSE_MKT NYSE MKT (Equities and Bonds)
7 NYSE New York Stock Exchange
8 CHX Chicago Stock Exchange
9 PHLX Philadelphia Stock Exchange
10 NSX National Stock Exchange
11 NYSE_ARCA NYSE Archipelago
12 BX Boston Stock Exchange
13 CBOE Chicago Board Options Exchange
14 OPRA OPRA System
15 NASD_ADF Nasdaq Alternate Display facility
16 ISE International Stock Exchange
17 BOX Boston Options Exchange
18 BATS Better Alternative Trading System
19 NTRF Nasdaq Trade Reporting Facility
20 PBOT Philadelphia Board Of Trade
21 NGSM Nasdaq Global Select Market
22 CANTOR Cantor Fitzgerald Exchange Treasury Funds
23 C2 CBOE C2 Options Exchange
24 NYSE_TRF NYSE Trade Reporting Facility
25 EDGA Direct Edge A
26 EDGX Direct Edge X
27 DTN DTN
28 BYX BATS Y Exchange
29 RUSSELL-FL Russell Investments (Fee-Liable)
30 CBOT Chicago Board Of Trade
31 DJ Dow Jones (CBOT)
32 CFE CBOE Futures Exchange
33 KCBOT Kansas City Board Of Trade
34 CME Chicago Mercantile Exchange
35 MGE Minneapolis Grain Exchange
36 NYMEX New York Mercantile Exchange
37 COMEX Commodities Exchange Center
38 ICEFU International Commodities Exchange Futures US
39 NYLUS NYSE LIFFE US
40 CME-FL CME Indexes (Fee Liable)
42 CBOTMINI Chicago Board Of Trade Mini Sized Contracts
43 CMEMINI Chicago Mercantile Exchange Mini Sized Contracts
44 USFE US Futures Exchange
45 NYMEXMINI Commodities Exchange Center Mini Sized Contracts
46 GREENX The Green Exchange
47 CLEARPORT New York Mercantile Exchange
48 COMEXMINI New York Mercantile Exchange Mini Sized Contracts
50 TSE Toronto Stock Exchange
51 MSE Montreal Stock Exchange
52 CVE Canadian Venture Exchange
53 WSE Winnipeg Stock Exchange
54 ICEFC International Commodities Exchange Futures Canada
55 MX Montreal Exchange
56 LSE London Stock Exchange
57 FTSE Financial Times Stock Exchange
60 MDEX Bursa Malaysia Derivatives
61 ICEFI International Commodities Exchange Futures Derivatives
62 LME London Metals Exchange
63 ICEEC International Commodities Exchange European Commodities
64 ASXCM ASX24 Commodities Exchange
65 DME Dubai Mercantile Exchange
66 BMF Brazilian Mercantile & Future Exchange
67 SGX Singapore International Monetary Exchange
68 EUREX European Exchange
69 ENID Euronext Index Derivatives
70 ICEEF International Commodities Exchange European Financials
71 ENCOM Euronext Commodities
72 TULLETT Tullett Liberty (Forex)
73 BARCLAYS Barclays Bank (Forex)
74 FXCM Forex Capital Markets
75 WTB Warenterminborse Hannover
76 MGKB MGE-KCBOT (InterCommodity Spreads)
77 MGCB MGE-CBOT (InterCommodity Spreads)
78 TENFORE Tenfore Systems
79 NYDME NYMEX-DME (InterCommodity Spreads)
80 PSX Philadelphia Stock Exchange
81 TGE Tokyo Grain Exchange
82 TOCOM Tokyo Commodities Exchange
83 SAFEX South African Futures Exchange
84 EEXP European Energy Exchange - Power
85 EEXN European Energy Exchange - Natural Gas
86 EEXE European Energy Exchange - Emission Rights
87 EEXC European Energy Exchange - Coal
88 MIAX Miami International Securities Exchange
89 KBCB KCBOT-CBOT (InterCommodity Spreads)
90 PK_SHEETS Pink Sheets - No Tier
91 PK_QXPREM Pink Sheets - OTCQX - PremierQX Tier
92 PK_QXPRIME Pink Sheets - OTCQX - PrimeQX Tier
93 PK_IQXPREM Pink Sheets - OTCQX - International PremierQX Tier
94 PK_IQXPRIME Pink Sheets - OTCQX - International PrimeQX Tier
95 PK_OTCQB Pink Sheets - OTCBB Pink Sheets dually Quoted Tier
96 PK_BBONLY Pink Sheets - OTCBB Only Tier
97 PK_CURRENT Pink Sheets - Current Tier
98 PK_LIMITED Pink Sheets - Limited Tier
99 PK_NOINFO Pink Sheets - No Information Tier
100 PK_GREY Pink Sheets - Grey Market Tier
101 PK_YL_SHEETS Yellow Sheets
102 PK_PR_SHEETS Partner Sheets
103 PK_GL_SHEETS Global Sheets
104 PK_NYSE Pink Sheets - NYSE Listed
105 PK_NASDAQ Pink Sheets - NASDAQ Listed
106 PK_NYSE_AMEX Pink Sheets - NYSE AMEX Listed
107 PK_ARCA Pink Sheets - ARCA Listed
108 NYSE_AMEX NYSE AMEX Options Exchange
109 GLOBEX_RT CME GLOBEX Group Authorization
110 CME_GBX Chicago Mercantile Exchange (GLOBEX)
111 CBOT_GBX Chicago Board Of Trade (GLOBEX)
112 NYMEX_GBX New York Mercantile Exchange (GLOBEX)
113 COMEX_GBX Commodities Exchange Center (GLOBEX)
114 DME_GBX Dubai Mercantile Exchange (GLOBEX)
115 RUSSELL Russell Investments
116 BZX BATS Z Exchange
117 CFTC US Commodity Futures Trading Commission
118 USDA US Department of Agriculture
119 WASDE World Supply and Demand Estimates Report
120 GRNST Grain Stock Report
121 GEMINI ISE Gemini Options Exchange
122 ARGUS Argus Energy
123 RACKS Racks Energy
124 SNL SNL Energy
125 RFSPOT Refined Fuels Spots Exchange
126 EOXNGF EOX Live Natural Gas Forward Curve
127 EOXPWF EOX Live Power Forward Curve
128 EOXCOR EOX Live Correlations
129 ICEENDEX ICE Energy Derivatives Exchange
130 KCBOT_GBX Kansas City Board of Trade (GLOBEX)
131 MGE_GBX Minneapolis Grain Exchange (GLOBEX)
132 BLOOMBERG Bloomberg Indices
133 ELSPOT Nord Pool Spot
134 N2EX NASDAQ OMX-Nord Pool
135 ICEEA International Commodities Exchange European Agriculture
136 CMEUR Chicage Mercantile Exchange Europe Ltd
137 COMM3 Commodity 3 Exchange
138 JACOBSEN The Jacobsen
139 NFX NASDAQ OMX Futures
140 SGXAC SGX Asia Clear
141 PJMISO Pa-Nj-Md Independent System Operator
142 NYISO New York Independent System Operator
143 NEISO New England Independent System Operator
144 MWISO Mid West Independent System Operator
145 SPISO SW Power Pool Independent System Operator
146 CAISO California Independent System Operator
147 ERCOT ERCOT Independent System Operator
148 ABISO Alberta Independent System Operator
149 ONISO Ontario Independent System Operator
150 MERCURY ISE Mercury Options Exchange
151 DCE Dalian Commodity Exchange
152 ZCE Zengchou Commodity Exchange
153 IEX Investors Exchange LLC
154 MCX Multi Commodity Exchange of India Limited
155 NCDEX National Commodity Exchange of India Limited
156 PEARL MIAX PEARL Options exchange
157 CTS CTS System
158 LSEI London Stock Exchange International
159 UNKNOWN Unknown Market
* to retireve above table use QuantTools:::.get_iqfeed_markets_info()
Trade Conditions
Condition Code Short Name Description
01 REGULAR Normal Trade
02 ACQ Acquisition
03 CASHM Cash Only Market
04 BUNCHED Bunched Trade
05 AVGPRI Average Price Trade
06 CASH Cash Trade (same day clearing)
07 DIST Distribution
08 NEXTDAY Next Day Market
09 BURSTBSKT Burst Basket Execution
0A BUNCHEDSOLD Bunched Sold Trade
0B ORDETAIL Opening/Reopening Trade Detail
0C INTERDAY Intraday Trade Detail
0D BSKTONCLOSE Basket Index on Close
0E RULE127 Rule - 127 Trade NYSE
0F RULE155 Rule - 155 Trade AMEX
10 SOLDLAST Sold Last (late reporting)
11 NEXTDAYCLR Next Day Clearing
12 LATEREP Opened - Late Report of Opening Trade (in or out of sequence)
13 PRP Prior Reference Price
14 SELLER Seller
15 SPLIT Split Trade
16 RSVD (Reserved)
17 FORMT Form-T Trade
18 CSTMBSKTX Custom Basket Cross
19 SOLDOSEQ Sold Out of Sequence
1A CANC Cancelled Previous Transaction
1B CANCLAST Cancelled Last Transaction
1C CANCOPEN Cancelled Open Transaction
1D CANCONLY Cancelled Only Transaction
1E OPEN Late Report of Opening Trade - out of sequence
1F OPNL Late Report of Opening Trade - in correct sequence
20 AUTO Transaction Executed Electronically
21 HALT Halt
22 DELAYED Delayed
23 NON_BOARDLOT NON_BOARDLOT
24 POSIT POSIT
25 REOP Reopen After Halt
26 AJST Contract Adjustment for Stock Dividend - Split - etc.
27 SPRD Spread - Trade in Two Options in the Same Class (a buy and a sell in the same class)
28 STDL Straddle - Trade in Two Options in the Same Class (a buy and a sell in a put and a call)
29 STPD Follow a Non-stopped Trade
2A CSTP Cancel Stopped Transaction
2B BWRT Option Portion of a Buy/Write
2C CMBO Combo - Trade in Two Options in the Same Options Class (a buy and a sell in the same class)
2D UNSPEC Unspecified
2E MC_OFCLCLOSE Market Center Official Closing Price
2F STPD_REGULAR Stopped Stock - Regular Trade
30 STPD_SOLDLAST Stopped Stock - Sold Last
31 STPD_SOLDOSEQ Stopped Stock - Sold out of sequence
32 BASIS Basis
33 VWAP Volume-Weighted Average Price
34 STS Special Trading Session
35 STT Special Terms Trading
36 CONTINGENT Contingent Order
37 INTERNALX Internal Cross
38 MOC Market On Close Trade
39 MC_OFCLOPEN Market Center Official Opening Price
3A FORTMTSOLDOSEQ Form-T Sold Out of Sequence
3B YELLOWFLAG Yellow Flag
3C AUTOEXEC Auto Execution
3D INTRMRK_SWEEP Intramaket Sweep
3E DERIVPRI Derivately Priced
3F REOPNING Re-Opeing Prints
40 CLSING Closing Prints
41 CAP_ELCTN CAP (Conversion and Parity) election trade
42 CROSS_TRADE Cross Trade
43 PRICE_VAR Price Variation
44 STKOPT_TRADE Stock-Option Trade
45 SPIM stopped at price that did not constitute a Trade-Through
46 BNMT Benchmark Trade
47 TTEXEMPT Transaction is Trade Through Exempt
48 LATE Late Market
49 XCHG_PHYSICAL Exchange for Physical
4A CABINET Cabinet
4B DIFFERENTIAL Differential
4C HIT Hit
4D IMPLIED Implied
4E LG_ORDER Large Order
4F SM_ORDER Small Order
50 MATCH Match/Cross Trade
51 NOMINAL Nominal
52 OPTION_EX Option Exercise
53 PERCENTAGE Percentage
54 AUTOQUOTE Auto Quotes
55 INDICATIVE Indicative
56 TAKE Take
57 NOMINAL_CABINET Nominal Cabinet
58 CHNG_TRANSACTION Changing Transaction
59 CHNG_TRANS_CAB Changing Transaction Cabinet
5A FAST Fast Market (ssfutures)
5B NOMINAL_UPDATE Nominal Update
5C INACTIVE Inactive - Nominal - No Trade
5D DELTA Last Trade with Delta Exchange
5E ERRATIC Erratic
5F RISK_FACTOR Risk Factor
60 OPT_ADDON Short Option Add-On
61 VOLATILITY Volatility Trade
62 SPD_RPT Spread Reporting
63 VOL_ADJ Volume Adjustment
64 BLANK Blank out associated price
65 SOLDLATE Late report of transaction - in correct sequence
66 BLKT Block Trade
67 EXPH Exchange Future for Physical
68 SPECIALIST_A Ask from specialist Book
69 SPECIALIST_B Bid from specialist Book
6A SPECIALIST_BA Both Bid and Ask from Specialist Book
6B ROTATION Rotation
6C HOLIDAY Holiday
6D PREOPENING Pre Opening
6E POST_FULL Post Full
6F POST_RESTRICTED Post Restricted
70 CLOSING_AUCTION Closing Auction
71 BATCH Batch
72 TRADING Trading
73 OFFICIAL Official Bid/Ask price
74 UNOFFICIAL Unofficial Bid/Ask price
75 MIDPRICE Midprice last
76 FLOOR Floor B/A price
77 CLOSE Closing Price
78 HIGH End of Session High Price
79 LOW End of Session Low Price
7A BACKWARDATION Backwardation - immediate delivery costing more than future delivery
7B CONTANGO Contango - future delivery costing more than immediate delivery
7C RF_SETTLEMENT Refined Fuel Spot Settlement
7D RF_RESERVED1 Refined Fuel Spot Reserved - 1
7E RF_RESERVED2 Refined Fuel Spot Reserved - 2
7F RF_RESERVED3 Refined Fuel Spot Reserved - 3
80 RF_RESERVED4 Refined Fuel Spot Reserved - 4
81 YIELD Yield Price
82 BASIS_HIGH Current Basis High Value
83 BASIS_LOW Current Bases Low Value
84 UNCLEAR bid or offer price is unclear
85 OTC Over the counter trade
86 MS Trade entered by Market Supervision
87 ODDLOT Odd lot trade
88 CORRCSLDLAST Corrected Consolidated last
89 QUALCONT Qualified Contingent Trade
8A MC_OPEN Market Center Opening Trade
8B CONFIRMED Confirmed
8C OUTAGE Outage
8D SPRD_LEG CME spread leg trade
8E BNDL_SPRD_LEG Final CME MDP3 trade from Trade Summary message that could not be Un-Bundled
8F LATECORR LSE - Late Correction
90 CONTRA LSE - Previous days contra
91 IF_TRANSFER LSE - Inter-fund transfer
92 IF_CROSS LSE - Inter-fund Cross
93 NEG_TRADE LSE - Negotiated Trade
94 OTC_CANC LSE - OTC Trade Cancellation
95 OTC_TRADE LSE - OTC Trade
96 SI_LATECORR LSE - SI Late Correction
97 SI_TRADE LSE - SI Trade
98 AUCT_TRADE LSE - Auctions (bulk;individual)
99 LATE LSE - Late trade
9A STRAT LSE - Strategy vs. Strategy Trade trade
9B INDICATIVE_AUCT LSE - Indicative Auction Uncrossing Data
* to retireve above table use QuantTools:::.get_iqfeed_trade_conditions_info()
Examples
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symbol = 'MSFT'
to = format( Sys.time() )
from = format( Sys.time() - as.difftime( 3, units = 'days' ) )
days = 10
# ticks
get_iqfeed_data( symbol, from, to, 'tick' )
# candles
get_iqfeed_data( symbol, from, to, '1min' )
# daily candles
get_iqfeed_data( symbol, from, to )
QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.
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Description Details Basis For Last Markets Trade Conditions Examples
Description
IQFeed
Details
Retrieves IQFeed historical market data like ticks and candles.
Basis For Last
| C | Last Qualified Trade |
| E | Extended Trade = Form T trade |
| O | Other Trade = Any trade not accounted for by C or E. |
| S | Settle = Daily settle, only applicable to commodities. |
Markets
| Market Id | Short Name | Long Name |
| 1 | NGM | Nasdaq Global Market |
| 2 | NCM | National Capital Market |
| 3 | OTC | Nasdaq other OTC |
| 4 | OTCBB | Nasdaq OTC Bulletin Board |
| 5 | NASDAQ | Nasdaq |
| 6 | NYSE_MKT | NYSE MKT (Equities and Bonds) |
| 7 | NYSE | New York Stock Exchange |
| 8 | CHX | Chicago Stock Exchange |
| 9 | PHLX | Philadelphia Stock Exchange |
| 10 | NSX | National Stock Exchange |
| 11 | NYSE_ARCA | NYSE Archipelago |
| 12 | BX | Boston Stock Exchange |
| 13 | CBOE | Chicago Board Options Exchange |
| 14 | OPRA | OPRA System |
| 15 | NASD_ADF | Nasdaq Alternate Display facility |
| 16 | ISE | International Stock Exchange |
| 17 | BOX | Boston Options Exchange |
| 18 | BATS | Better Alternative Trading System |
| 19 | NTRF | Nasdaq Trade Reporting Facility |
| 20 | PBOT | Philadelphia Board Of Trade |
| 21 | NGSM | Nasdaq Global Select Market |
| 22 | CANTOR | Cantor Fitzgerald Exchange Treasury Funds |
| 23 | C2 | CBOE C2 Options Exchange |
| 24 | NYSE_TRF | NYSE Trade Reporting Facility |
| 25 | EDGA | Direct Edge A |
| 26 | EDGX | Direct Edge X |
| 27 | DTN | DTN |
| 28 | BYX | BATS Y Exchange |
| 29 | RUSSELL-FL | Russell Investments (Fee-Liable) |
| 30 | CBOT | Chicago Board Of Trade |
| 31 | DJ | Dow Jones (CBOT) |
| 32 | CFE | CBOE Futures Exchange |
| 33 | KCBOT | Kansas City Board Of Trade |
| 34 | CME | Chicago Mercantile Exchange |
| 35 | MGE | Minneapolis Grain Exchange |
| 36 | NYMEX | New York Mercantile Exchange |
| 37 | COMEX | Commodities Exchange Center |
| 38 | ICEFU | International Commodities Exchange Futures US |
| 39 | NYLUS | NYSE LIFFE US |
| 40 | CME-FL | CME Indexes (Fee Liable) |
| 42 | CBOTMINI | Chicago Board Of Trade Mini Sized Contracts |
| 43 | CMEMINI | Chicago Mercantile Exchange Mini Sized Contracts |
| 44 | USFE | US Futures Exchange |
| 45 | NYMEXMINI | Commodities Exchange Center Mini Sized Contracts |
| 46 | GREENX | The Green Exchange |
| 47 | CLEARPORT | New York Mercantile Exchange |
| 48 | COMEXMINI | New York Mercantile Exchange Mini Sized Contracts |
| 50 | TSE | Toronto Stock Exchange |
| 51 | MSE | Montreal Stock Exchange |
| 52 | CVE | Canadian Venture Exchange |
| 53 | WSE | Winnipeg Stock Exchange |
| 54 | ICEFC | International Commodities Exchange Futures Canada |
| 55 | MX | Montreal Exchange |
| 56 | LSE | London Stock Exchange |
| 57 | FTSE | Financial Times Stock Exchange |
| 60 | MDEX | Bursa Malaysia Derivatives |
| 61 | ICEFI | International Commodities Exchange Futures Derivatives |
| 62 | LME | London Metals Exchange |
| 63 | ICEEC | International Commodities Exchange European Commodities |
| 64 | ASXCM | ASX24 Commodities Exchange |
| 65 | DME | Dubai Mercantile Exchange |
| 66 | BMF | Brazilian Mercantile & Future Exchange |
| 67 | SGX | Singapore International Monetary Exchange |
| 68 | EUREX | European Exchange |
| 69 | ENID | Euronext Index Derivatives |
| 70 | ICEEF | International Commodities Exchange European Financials |
| 71 | ENCOM | Euronext Commodities |
| 72 | TULLETT | Tullett Liberty (Forex) |
| 73 | BARCLAYS | Barclays Bank (Forex) |
| 74 | FXCM | Forex Capital Markets |
| 75 | WTB | Warenterminborse Hannover |
| 76 | MGKB | MGE-KCBOT (InterCommodity Spreads) |
| 77 | MGCB | MGE-CBOT (InterCommodity Spreads) |
| 78 | TENFORE | Tenfore Systems |
| 79 | NYDME | NYMEX-DME (InterCommodity Spreads) |
| 80 | PSX | Philadelphia Stock Exchange |
| 81 | TGE | Tokyo Grain Exchange |
| 82 | TOCOM | Tokyo Commodities Exchange |
| 83 | SAFEX | South African Futures Exchange |
| 84 | EEXP | European Energy Exchange - Power |
| 85 | EEXN | European Energy Exchange - Natural Gas |
| 86 | EEXE | European Energy Exchange - Emission Rights |
| 87 | EEXC | European Energy Exchange - Coal |
| 88 | MIAX | Miami International Securities Exchange |
| 89 | KBCB | KCBOT-CBOT (InterCommodity Spreads) |
| 90 | PK_SHEETS | Pink Sheets - No Tier |
| 91 | PK_QXPREM | Pink Sheets - OTCQX - PremierQX Tier |
| 92 | PK_QXPRIME | Pink Sheets - OTCQX - PrimeQX Tier |
| 93 | PK_IQXPREM | Pink Sheets - OTCQX - International PremierQX Tier |
| 94 | PK_IQXPRIME | Pink Sheets - OTCQX - International PrimeQX Tier |
| 95 | PK_OTCQB | Pink Sheets - OTCBB Pink Sheets dually Quoted Tier |
| 96 | PK_BBONLY | Pink Sheets - OTCBB Only Tier |
| 97 | PK_CURRENT | Pink Sheets - Current Tier |
| 98 | PK_LIMITED | Pink Sheets - Limited Tier |
| 99 | PK_NOINFO | Pink Sheets - No Information Tier |
| 100 | PK_GREY | Pink Sheets - Grey Market Tier |
| 101 | PK_YL_SHEETS | Yellow Sheets |
| 102 | PK_PR_SHEETS | Partner Sheets |
| 103 | PK_GL_SHEETS | Global Sheets |
| 104 | PK_NYSE | Pink Sheets - NYSE Listed |
| 105 | PK_NASDAQ | Pink Sheets - NASDAQ Listed |
| 106 | PK_NYSE_AMEX | Pink Sheets - NYSE AMEX Listed |
| 107 | PK_ARCA | Pink Sheets - ARCA Listed |
| 108 | NYSE_AMEX | NYSE AMEX Options Exchange |
| 109 | GLOBEX_RT | CME GLOBEX Group Authorization |
| 110 | CME_GBX | Chicago Mercantile Exchange (GLOBEX) |
| 111 | CBOT_GBX | Chicago Board Of Trade (GLOBEX) |
| 112 | NYMEX_GBX | New York Mercantile Exchange (GLOBEX) |
| 113 | COMEX_GBX | Commodities Exchange Center (GLOBEX) |
| 114 | DME_GBX | Dubai Mercantile Exchange (GLOBEX) |
| 115 | RUSSELL | Russell Investments |
| 116 | BZX | BATS Z Exchange |
| 117 | CFTC | US Commodity Futures Trading Commission |
| 118 | USDA | US Department of Agriculture |
| 119 | WASDE | World Supply and Demand Estimates Report |
| 120 | GRNST | Grain Stock Report |
| 121 | GEMINI | ISE Gemini Options Exchange |
| 122 | ARGUS | Argus Energy |
| 123 | RACKS | Racks Energy |
| 124 | SNL | SNL Energy |
| 125 | RFSPOT | Refined Fuels Spots Exchange |
| 126 | EOXNGF | EOX Live Natural Gas Forward Curve |
| 127 | EOXPWF | EOX Live Power Forward Curve |
| 128 | EOXCOR | EOX Live Correlations |
| 129 | ICEENDEX | ICE Energy Derivatives Exchange |
| 130 | KCBOT_GBX | Kansas City Board of Trade (GLOBEX) |
| 131 | MGE_GBX | Minneapolis Grain Exchange (GLOBEX) |
| 132 | BLOOMBERG | Bloomberg Indices |
| 133 | ELSPOT | Nord Pool Spot |
| 134 | N2EX | NASDAQ OMX-Nord Pool |
| 135 | ICEEA | International Commodities Exchange European Agriculture |
| 136 | CMEUR | Chicage Mercantile Exchange Europe Ltd |
| 137 | COMM3 | Commodity 3 Exchange |
| 138 | JACOBSEN | The Jacobsen |
| 139 | NFX | NASDAQ OMX Futures |
| 140 | SGXAC | SGX Asia Clear |
| 141 | PJMISO | Pa-Nj-Md Independent System Operator |
| 142 | NYISO | New York Independent System Operator |
| 143 | NEISO | New England Independent System Operator |
| 144 | MWISO | Mid West Independent System Operator |
| 145 | SPISO | SW Power Pool Independent System Operator |
| 146 | CAISO | California Independent System Operator |
| 147 | ERCOT | ERCOT Independent System Operator |
| 148 | ABISO | Alberta Independent System Operator |
| 149 | ONISO | Ontario Independent System Operator |
| 150 | MERCURY | ISE Mercury Options Exchange |
| 151 | DCE | Dalian Commodity Exchange |
| 152 | ZCE | Zengchou Commodity Exchange |
| 153 | IEX | Investors Exchange LLC |
| 154 | MCX | Multi Commodity Exchange of India Limited |
| 155 | NCDEX | National Commodity Exchange of India Limited |
| 156 | PEARL | MIAX PEARL Options exchange |
| 157 | CTS | CTS System |
| 158 | LSEI | London Stock Exchange International |
| 159 | UNKNOWN | Unknown Market |
* to retireve above table use QuantTools:::.get_iqfeed_markets_info()
Trade Conditions
| Condition Code | Short Name | Description |
| 01 | REGULAR | Normal Trade |
| 02 | ACQ | Acquisition |
| 03 | CASHM | Cash Only Market |
| 04 | BUNCHED | Bunched Trade |
| 05 | AVGPRI | Average Price Trade |
| 06 | CASH | Cash Trade (same day clearing) |
| 07 | DIST | Distribution |
| 08 | NEXTDAY | Next Day Market |
| 09 | BURSTBSKT | Burst Basket Execution |
| 0A | BUNCHEDSOLD | Bunched Sold Trade |
| 0B | ORDETAIL | Opening/Reopening Trade Detail |
| 0C | INTERDAY | Intraday Trade Detail |
| 0D | BSKTONCLOSE | Basket Index on Close |
| 0E | RULE127 | Rule - 127 Trade NYSE |
| 0F | RULE155 | Rule - 155 Trade AMEX |
| 10 | SOLDLAST | Sold Last (late reporting) |
| 11 | NEXTDAYCLR | Next Day Clearing |
| 12 | LATEREP | Opened - Late Report of Opening Trade (in or out of sequence) |
| 13 | PRP | Prior Reference Price |
| 14 | SELLER | Seller |
| 15 | SPLIT | Split Trade |
| 16 | RSVD | (Reserved) |
| 17 | FORMT | Form-T Trade |
| 18 | CSTMBSKTX | Custom Basket Cross |
| 19 | SOLDOSEQ | Sold Out of Sequence |
| 1A | CANC | Cancelled Previous Transaction |
| 1B | CANCLAST | Cancelled Last Transaction |
| 1C | CANCOPEN | Cancelled Open Transaction |
| 1D | CANCONLY | Cancelled Only Transaction |
| 1E | OPEN | Late Report of Opening Trade - out of sequence |
| 1F | OPNL | Late Report of Opening Trade - in correct sequence |
| 20 | AUTO | Transaction Executed Electronically |
| 21 | HALT | Halt |
| 22 | DELAYED | Delayed |
| 23 | NON_BOARDLOT | NON_BOARDLOT |
| 24 | POSIT | POSIT |
| 25 | REOP | Reopen After Halt |
| 26 | AJST | Contract Adjustment for Stock Dividend - Split - etc. |
| 27 | SPRD | Spread - Trade in Two Options in the Same Class (a buy and a sell in the same class) |
| 28 | STDL | Straddle - Trade in Two Options in the Same Class (a buy and a sell in a put and a call) |
| 29 | STPD | Follow a Non-stopped Trade |
| 2A | CSTP | Cancel Stopped Transaction |
| 2B | BWRT | Option Portion of a Buy/Write |
| 2C | CMBO | Combo - Trade in Two Options in the Same Options Class (a buy and a sell in the same class) |
| 2D | UNSPEC | Unspecified |
| 2E | MC_OFCLCLOSE | Market Center Official Closing Price |
| 2F | STPD_REGULAR | Stopped Stock - Regular Trade |
| 30 | STPD_SOLDLAST | Stopped Stock - Sold Last |
| 31 | STPD_SOLDOSEQ | Stopped Stock - Sold out of sequence |
| 32 | BASIS | Basis |
| 33 | VWAP | Volume-Weighted Average Price |
| 34 | STS | Special Trading Session |
| 35 | STT | Special Terms Trading |
| 36 | CONTINGENT | Contingent Order |
| 37 | INTERNALX | Internal Cross |
| 38 | MOC | Market On Close Trade |
| 39 | MC_OFCLOPEN | Market Center Official Opening Price |
| 3A | FORTMTSOLDOSEQ | Form-T Sold Out of Sequence |
| 3B | YELLOWFLAG | Yellow Flag |
| 3C | AUTOEXEC | Auto Execution |
| 3D | INTRMRK_SWEEP | Intramaket Sweep |
| 3E | DERIVPRI | Derivately Priced |
| 3F | REOPNING | Re-Opeing Prints |
| 40 | CLSING | Closing Prints |
| 41 | CAP_ELCTN | CAP (Conversion and Parity) election trade |
| 42 | CROSS_TRADE | Cross Trade |
| 43 | PRICE_VAR | Price Variation |
| 44 | STKOPT_TRADE | Stock-Option Trade |
| 45 | SPIM | stopped at price that did not constitute a Trade-Through |
| 46 | BNMT | Benchmark Trade |
| 47 | TTEXEMPT | Transaction is Trade Through Exempt |
| 48 | LATE | Late Market |
| 49 | XCHG_PHYSICAL | Exchange for Physical |
| 4A | CABINET | Cabinet |
| 4B | DIFFERENTIAL | Differential |
| 4C | HIT | Hit |
| 4D | IMPLIED | Implied |
| 4E | LG_ORDER | Large Order |
| 4F | SM_ORDER | Small Order |
| 50 | MATCH | Match/Cross Trade |
| 51 | NOMINAL | Nominal |
| 52 | OPTION_EX | Option Exercise |
| 53 | PERCENTAGE | Percentage |
| 54 | AUTOQUOTE | Auto Quotes |
| 55 | INDICATIVE | Indicative |
| 56 | TAKE | Take |
| 57 | NOMINAL_CABINET | Nominal Cabinet |
| 58 | CHNG_TRANSACTION | Changing Transaction |
| 59 | CHNG_TRANS_CAB | Changing Transaction Cabinet |
| 5A | FAST | Fast Market (ssfutures) |
| 5B | NOMINAL_UPDATE | Nominal Update |
| 5C | INACTIVE | Inactive - Nominal - No Trade |
| 5D | DELTA | Last Trade with Delta Exchange |
| 5E | ERRATIC | Erratic |
| 5F | RISK_FACTOR | Risk Factor |
| 60 | OPT_ADDON | Short Option Add-On |
| 61 | VOLATILITY | Volatility Trade |
| 62 | SPD_RPT | Spread Reporting |
| 63 | VOL_ADJ | Volume Adjustment |
| 64 | BLANK | Blank out associated price |
| 65 | SOLDLATE | Late report of transaction - in correct sequence |
| 66 | BLKT | Block Trade |
| 67 | EXPH | Exchange Future for Physical |
| 68 | SPECIALIST_A | Ask from specialist Book |
| 69 | SPECIALIST_B | Bid from specialist Book |
| 6A | SPECIALIST_BA | Both Bid and Ask from Specialist Book |
| 6B | ROTATION | Rotation |
| 6C | HOLIDAY | Holiday |
| 6D | PREOPENING | Pre Opening |
| 6E | POST_FULL | Post Full |
| 6F | POST_RESTRICTED | Post Restricted |
| 70 | CLOSING_AUCTION | Closing Auction |
| 71 | BATCH | Batch |
| 72 | TRADING | Trading |
| 73 | OFFICIAL | Official Bid/Ask price |
| 74 | UNOFFICIAL | Unofficial Bid/Ask price |
| 75 | MIDPRICE | Midprice last |
| 76 | FLOOR | Floor B/A price |
| 77 | CLOSE | Closing Price |
| 78 | HIGH | End of Session High Price |
| 79 | LOW | End of Session Low Price |
| 7A | BACKWARDATION | Backwardation - immediate delivery costing more than future delivery |
| 7B | CONTANGO | Contango - future delivery costing more than immediate delivery |
| 7C | RF_SETTLEMENT | Refined Fuel Spot Settlement |
| 7D | RF_RESERVED1 | Refined Fuel Spot Reserved - 1 |
| 7E | RF_RESERVED2 | Refined Fuel Spot Reserved - 2 |
| 7F | RF_RESERVED3 | Refined Fuel Spot Reserved - 3 |
| 80 | RF_RESERVED4 | Refined Fuel Spot Reserved - 4 |
| 81 | YIELD | Yield Price |
| 82 | BASIS_HIGH | Current Basis High Value |
| 83 | BASIS_LOW | Current Bases Low Value |
| 84 | UNCLEAR | bid or offer price is unclear |
| 85 | OTC | Over the counter trade |
| 86 | MS | Trade entered by Market Supervision |
| 87 | ODDLOT | Odd lot trade |
| 88 | CORRCSLDLAST | Corrected Consolidated last |
| 89 | QUALCONT | Qualified Contingent Trade |
| 8A | MC_OPEN | Market Center Opening Trade |
| 8B | CONFIRMED | Confirmed |
| 8C | OUTAGE | Outage |
| 8D | SPRD_LEG | CME spread leg trade |
| 8E | BNDL_SPRD_LEG | Final CME MDP3 trade from Trade Summary message that could not be Un-Bundled |
| 8F | LATECORR | LSE - Late Correction |
| 90 | CONTRA | LSE - Previous days contra |
| 91 | IF_TRANSFER | LSE - Inter-fund transfer |
| 92 | IF_CROSS | LSE - Inter-fund Cross |
| 93 | NEG_TRADE | LSE - Negotiated Trade |
| 94 | OTC_CANC | LSE - OTC Trade Cancellation |
| 95 | OTC_TRADE | LSE - OTC Trade |
| 96 | SI_LATECORR | LSE - SI Late Correction |
| 97 | SI_TRADE | LSE - SI Trade |
| 98 | AUCT_TRADE | LSE - Auctions (bulk;individual) |
| 99 | LATE | LSE - Late trade |
| 9A | STRAT | LSE - Strategy vs. Strategy Trade trade |
| 9B | INDICATIVE_AUCT | LSE - Indicative Auction Uncrossing Data |
* to retireve above table use QuantTools:::.get_iqfeed_trade_conditions_info()
Examples
1 2 3 4 5 6 7 8 9 10 | symbol = 'MSFT'
to = format( Sys.time() )
from = format( Sys.time() - as.difftime( 3, units = 'days' ) )
days = 10
# ticks
get_iqfeed_data( symbol, from, to, 'tick' )
# candles
get_iqfeed_data( symbol, from, to, '1min' )
# daily candles
get_iqfeed_data( symbol, from, to )
|
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