docker-iqfeed

Access IQFeed datafeed through TCP (port 9100) or HTTP (port 8080);

This is an Alpine-docker container that runs wine/Xvfb/IQFeed and offer this as TCP/HTTP-endpoint.

Usage container

Copy the iqfeed.env.example to iqfeed.env and configure the variables to match as supplied by IQFeed. https://github.com/mpdroog/docker-iqfeed/blob/main/iqfeed.env.example

Next pull this project from hub.docker

docker pull mpdroog/docker-iqfeed:v1

OR build it yourself with build.sh

#!/bin/bash
set -euo pipefail
IFS=$'\n\t'
IQFEED_INSTALLER_BIN="iqfeed_client_6_2_0_25.exe"

# Download IQFeed binary (so we only download it once)
mkdir cache
wget -nv http://www.iqfeed.net/$IQFEED_INSTALLER_BIN -O ./cache/$IQFEED_INSTALLER_BIN

# Build the API-tool
cd uptool
env GOOS=linux GOARCH=amd64 go build
cd -

# Build the container
docker build --tag 'mpdroog/docker-iqfeed:latest' -f Dockerfile .
# Run it
docker run -p 9100:9101 -p 8080:8080 --cap-drop ALL --security-opt no-new-privileges --memory=256m --cpus=1 --rm --env-file iqfeed.env mpdroog/docker-iqfeed

Ports

This daemon offers the 'classic' TCP connection (9100) and HTTP (8080) for getting the ticker data out.

LookupPort 9100 - Historical Data, Symbol Lookup, News Lookup, and Chains Lookup information
HTTP 8080 - Historical Data

HTTP example

The datapoints through HTTP are limited to MaxDatapoints(10.000). If you want a higher amount use the second example that reads minute-data using mode=chunked with CSV.

# Get 1 daily candle for MicroStrategy as JSON
$ curl "http://localhost:8080/ohlc?asset=MSTR&range=DAILY&datapoints=1"
[
  {
    "Close": "111.1100",
    "Datetime": "2023-05-26",
    "High": "111.1000",
    "Low": "111.1000",
    "Open": "111.1000"
  }
]

# Get ALL minute candles for Apple (since inception) and stream as CSV
$ curl --header "Accept: text/csv" "http://localhost:8080/ohlc-intervals?asset=AAPL&mode=chunked&interval=60&datapoints=0"
MessageID, TimeStamp, High, Low, Open, Close, TotalVolume, PeriodVolume, NumberofTrades,
LH,2024-05-10 05:32:00,184.7600,184.7500,184.7500,184.7600,32048,250,0,
....

For all accepted HTTP-endpoints there is a human-readable overview on http://localhost:8080

TCP example

$ telnet 0 9100
Trying 0.0.0.0...
Connected to 0.
Escape character is '^]'.
READY
S,SET PROTOCOL,6.2
S,CURRENT PROTOCOL,6.2
HDX,MSTR,1
LH,2023-05-26,111.1100,111.1000,111.1000,111.1000,111111,0,
!ENDMSG!,
quit
Connection closed by foreign host.

For all accepted commands by IQFeed have a look at http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Difference with regular port 9100

The TCP-server in this Docker container proxy's any commands to IQFeed (upstream). Because of this I've adjusted the code to send an READY\r\n from the server instead of waiting for the client to initiate the connection. (Motivation is that this way you can see why it failed)

Logic

The iqapi-tool is a combination of services allowing us to build layer on layer with precise control.

Layer1. Start xvfb
Layer2. Start wine64 iqfeed
Layer3. Start and listen on admin-conn (9300)
Layer4. Start and listen for your reqs (9100)

(i) When xvfb crashes it will respawn xvfb and only respawn iqfeed when xvfb is running again.

Logs?

iqapi is a blocking-process that writes everything to stdout+stderr so Docker should offer all of that to your standard logging facility (probably journal on systemd env).

There is an IQFeed errorlog available in the container:

docker ps
CONTAINER ID   IMAGE           COMMAND               CREATED          STATUS          PORTS                                            NAMES
.....

docker exec -it PUT_CONTAINER_ID_HERE /bin/sh
# Print current instance log
cat /home/wine/DTN/IQFeed/IQConnectLog.txt
# Print log of instance before it respawned
cat /home/wine/DTN/IQFeed/IQConnectLog.txt.1

Errors for TCP-socket?

E,NO_DAEMON = iqfeed.exe not running (yet)
E,NO_ADMIN = admin(port 9300) did not give a Connected-status (yet)
E,PARSE_DURATION = failed parsing time.ParseDuration, this is a dev bug!
E,CONN_SET_DEADLINE = failed configuring deadline on client socket
E,UPSTREAM CONN_TIMEOUT = failed connecting to iqfeed (socket 9100)
E,UPSTREAM_T = failed writing TEST-cmd to upstream to check if connection is ready
E,UPSTREAM_T_RES = failed reading upstream TEST-cmd reply
E,UPSTREAM_T_INV = invalid upstream response for TEST-cmd
E,UPSTREAM SET_DEADLINE = failed configuring deadline on upstream socket
E,CONN_READ_CMD = failed reading client command
E,UPSTREAM_W = failed writing client command to upstream
E,UPSTREAM_R = failed reading reply from upstream

Credits

This project was built using: https://github.com/jaikumarm/docker-iqfeed