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Using IQFeed and eSignal Data

It is possible to use data from DTN IQFeed and eSignal within Forex Strategy Builder. In order to use data from these providers, you will need:

NOTE Forex Strategy Builder has no relationship with DTN IQFeed, eSignal, or Tradeworks Software (the publishers of the QCollector products). This information is provided to allow users of Forex Strategy Builder with the ability to access a broader range of data services, and is not a recommendation or endorsement of a commercial product or data service.

QCollector provides an simple method of downloading data, and maintaining the data files on a schedule, for all the time intervals supported by Forex Strategy Builder.

It is assumed that the machine you are working on has either IQFeed or eSignal installed and running, along with the appropriate copy of QCollector. If you have any issues with installing or running these software products, please refer questions back to the support services that are provided commercially by these companies.

QCollector tasks for data extraction:

  • Create a new ASCII Portfolio using File … New ASCII Portfolio, and configure the appropriate options.

  • Create Minute bars, Daily, Weekly… using File … Minute bars, Daily, Weekly…, within the recently created portfolio, and configure the appropriate options:
  1. The Symbol is the data provider symbol.
  2. The Bar Interval is in minutes.
  3. The File Name is the name of the file as per naming standard for Forex Strategy Builder data files.
  4. Other options can be adjusted as per individual requirements.

  • The process can be repeated for all required intervals (1min, 5min, 15min, 30min, 60min, 240min, daily, and weekly). Note that although there is no option in the Bar Interval list for a 240 minute bar, manually entering a value of 240 into the list will allow a 240 minute (4 hour) bar to be exported.

  • By right clicking on the newly created portfolio, and selecting Collect All, the requested data will be retrieved from the data provider, and placed into files that are compatible with Forex Strategy Builder.