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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »Binary Protocol
Author Topic: Binary Protocol (13 messages, Page 1 of 1)

gamozo
-Interested User-
Posts: 4
Joined: Apr 2, 2013


Posted: Apr 2, 2013 08:07 PM          Msg. 1 of 13
I really do not like working with text-based protocols, as they're clumsy, expensive to parse, and take longer to write parsers for.

I'm wondering if there could be a mode added where data will be sent in binary fixed-width structures rather than CSVs. It pains my love for optimization to know that you guys take in binary data, convert it to CSV, and I convert it right back the second I read it.

I know it's probably something that most people do not ask for, but I can't imagine it would take too long for you guys to implement it.

-Brandon
Edited by gamozo on Apr 2, 2013 at 08:20 PM

andrewm
-Interested User-
Posts: 52
Joined: Feb 23, 2015


Posted: Aug 9, 2019 12:44 AM          Msg. 2 of 13
Yes a binary protocol would be better. I suspect that the Windows IQ Feed client probably gets fed binary data but then serves it as ASCII.

andrewm
-Interested User-
Posts: 52
Joined: Feb 23, 2015


Posted: Aug 9, 2019 10:12 AM          Msg. 3 of 13
Actually a protobuf+gRPC API would be best. Then I don't have to build + maintain decoders for IQ's data protocols.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Aug 9, 2019 10:17 AM          Msg. 4 of 13
Please contact us at support@iqfeed.net with your Login details so that we can enter a Customer Request. Thank you.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

aQuant
-Interested User-
Posts: 49
Joined: Jul 20, 2012


Posted: Sep 22, 2019 05:07 PM          Msg. 5 of 13
I agree, IQFeed developers should be able to handle binary protocol just as easily and it should be much more efficient to transfer to clients too. Especially with the hopefully coming soon (?) Market By Order depth protocol this would seem quite desirable to limit the number of bytes sent over the network.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Sep 23, 2019 06:31 AM          Msg. 6 of 13
Thank you for your input.

If you haven't already please email support@iqfeed.net with your 6 digit IQ Login ID and that you would like to see Binary Protocol added to the IQ Feed and I will add you to the customer request.

I can verify that the additional Market Depth or MBO is on it's way. Unfortunately I cannot give you an ETA.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

aQuant
-Interested User-
Posts: 49
Joined: Jul 20, 2012


Posted: Sep 23, 2019 08:35 PM          Msg. 7 of 13
Hi Stephen,

I emailed my request to support as instructed. Thanks.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Sep 25, 2019 06:35 AM          Msg. 8 of 13
Thank you. I have received your request. I will add this to our Customer enhancement for this feature. Please keep in mind our Product Managers review these requests on a monthly basis. If they decide to add this feature I will email all customers that have requested it.

Unfortunately this will be something that requires some development and will not likely not have an ETA initially if we go forward.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

mathpaquette
-Interested User-
Posts: 22
Joined: May 18, 2018


Posted: Jan 30, 2020 07:16 PM          Msg. 9 of 13
Hello guys,

I'm curious, which programming languages are you using ?

Thanks,
Mathieu

one541
-Interested User-
Posts: 6
Joined: May 6, 2020


Posted: May 7, 2020 09:51 AM          Msg. 10 of 13
I don't think the complexity of a binary protocol is worth it, or adding on an external dependency such as protobuf (and the beast of gRPC) because it is the latest fad.
IQFeed is a simple straight forward protocol is more than ample, and I can literally guarantee that protobuf+grpc overhead will not give any benefit.

jmv
-Interested User-
Posts: 19
Joined: May 31, 2011


Posted: Jun 11, 2020 05:46 AM          Msg. 11 of 13
I concur with one541,

Having been developing with Interactive Broker's API for a few years (if you want some real developer action, go give it a try, you will see what I mean), nowadays I tend to appreciate the raw simplicity of iqFeed.

Granted, from a bandwidth standpoint, an ascii-based protocol might not be the most optimal solution, but in these days and ages of 100+ Mbps domestic FTTH internet connections, this should be of no concern.

As for having to parse the incoming strings... well, even if iqFeed was to arrive in binary format, at the end of the day we would have to "parse" it too, i.e., re-adapt it to our own application classes/structures/etc ... be it ascii or binary, some degree of parsing is unavoidable.

Just my two cents, YMMV !!

regards,

dd
-Interested User-
Posts: 3
Joined: Jun 16, 2020


Posted: Jun 16, 2020 07:42 PM          Msg. 12 of 13
How many characters of ascii are actually used in the data?

DTN_Gary_Stephen
-DTN Guru-
Posts: 393
Joined: Jul 3, 2019


Posted: Jun 17, 2020 10:37 AM          Msg. 13 of 13
Can you be more specific? The number of ASCII characters in an API response can vary a great deal, depending on the request.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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