What software do you guys use to download IQFeed's historical day from its database? (Both intraday and daily data.) It would be great if it's a free software.
public class BarRequestor : ResponseTemplate
{
MessageTracker _mt = new MessageTracker();
BarListTracker _blt = new BarListTracker();
public override void Reset()
{
_mt.BLT = _blt;
}
public override void GotTick(Tick k)
{
// if we don't have bar data, request historical data
if (_blt[k.symbol].Count == 0)
{
D(k.symbol + " no bars found, requesting...");
sendmessage(MessageTypes.BARREQUEST, BarImpl.BuildBarRequest(k.symbol, BarInterval.Hour));
}
D(k.symbol + " bar count: " + _blt[k.symbol].Count);
// update whatever data we have with ticks
_blt.newTick(k);
}
public override void GotMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response)
{
if (type== MessageTypes.BARRESPONSE)
D(response);
_mt.GotMessage(type, source, dest, msgid, request, ref response);
}
}