Market data downloader for IQFeed and Fidelity data feeds. Program can download ticks, intraday and EOD data.

Output format:

1. Fidelity

• TimeStamp, Open, High, Low, Open, Close, Volume

2. IQFeed

• Tick data: TimeStamp, Last, LastSize, TotalVolume, Bid, Ask, TickId, BasisForLast, TradeMarketCenter, TradeConditions
• Intraday data: TimeStamp, Open, High, Low, Close, TotalVolume, PeriodVolume
• EOD: TimeStamp, Open, High, Low, Close, PeriodVolume

For "Real-time updating" functionality please use default datetime format.

You can adjust settings in the config file:

1. UpdateInterval - updating interval for "Real-time updating" functionality (in milliseconds).
2. UpdateIntervalTick - same, for ticks only (in milliseconds).
3. Symbols - list of tickers with space as delimiter.
4. FolderForSaving
5. AmountOfDays

IQFeed specification:

• 120 calendar days of tick (includes pre-post market)
• Several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007)
• Daily, Weekly and Monthly Historical data (15+ years of O,H,L,C,V,OI data)

Full description here: http://www.iqfeed.net/index.cfm?displayaction=data&section=services

Market symbols you can find here

• http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support&section=guide&web=iqfeed
• http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support&section=guide&web=iqfeed