Reads data from IQFeed (http://www.iqfeed.net)
Contains classes that can read market data from DTN's IQFeed service. You need a subscription to IQFeed or this won't work. This library is generally kept up to date to the current version of IQFeed.
Numpy is a dependency. Much of the data is returned as an numpy array or numpy structured array. If you are using python for trading you are probably using numpy in your trading code anyway so this should not be a big deal.
Most of the code is in the file conn.py. There is a class service.py that can launch the IQFeed service on a windows machine or a mac/unix machine with wine.
For an example of how to use it do the followwing
Create a file in the same directory as conn.py called passwords.py. In this file you must define 3 variables:
dtn_product_id = "PRODUCT_ID_GIVEN_TO_YOU_BY_DTN_WHEN_YOU_SIGNED_UP_FOR_IQFEED"
dtn_login="Your_IQFEED_LOGIN"
dtn_password="Your_IQFEED_PASSWORD"
Then just run the file conn.py. At the end of the file there is a section scoped with
if name == "main":
which exercises various things.
Currently it's pre-alpha. However, it does work for me. I'm paper-trading using the library and as I move the systems to live-trading, any bugs that impact my trading code will be fixed. Bug reports, enhancements etc are welcomed.