In Julia, how do I load IQFeed data at high speed? We purchased a license for IQFeed
I want to do something like this [import, and cleanup (removing NA's or otherwise treating missing data)] (https://grollchristian.wordpress.com/2014/09/05/sp500-data-download-julia/)
He uses EconDatasets I did not understand which feed it takes from?
Or perhaps I have to modify the bloomberg.jl package?
Or perhaps reading from the IQFeed is something totally different?
I could not find any documentation on how to do this. I'm new to Julia, and to using IQFeed.
I saw a list of 'qunatitative financial computing' packages but none seem to address the import of technical financing data and analysis of that imported data.
I saw pyiqfeed for importing iqfeed in Python that uses sockets.
# Modify code below to connect to the socket etc as described above
admin = iq.AdminConn(name="Launcher")
admin_listener = iq.VerboseAdminListener("Launcher-listen")
admin.add_listener(admin_listener)
with iq.ConnConnector([admin]) as connected:
admin.client_stats_on()
while not os.path.isfile(ctrl_file):
time.sleep(10)
os.remove(ctrl_file)
I also read about Julia accessing a csv from a URL, but it seems this is not the case. I'll need to run the supplied software and then...?
Anyone have experience with Julia and IQFeed or similar? (Are there any julia programmers around today at all)?
According to Colin T. Bowers, Julia is still in beta, and there are no packages for it. For this reason we decided not to go on with Julia.
So the short answer is: There is none.
If you still want to go at it yourself, The easiest way to go would be to use one of the two available open source python IQFeed packages, which basically call sockets with a predefined text (utf-8) message and receive a result in a callback.
Turning them into Julia seems to me to be quite easy.
You'll need to run the IQFeed client first with a username/pw you get from them.