After signing up to the required exchanges and level of data granularity you will be asked to download the IQLink launcher. If not then it is possible to obtain a two-week free trial upon sign-up. I will assume that you already have an account with IQFeed. I am simply writing this article to help those who have an IQFeed account (or are considering getting one) to download data without the need for GUI software. Note: I have no affiliation with DTN IQFeed beyond being a customer. In this article we will make use of a streaming socket connection with Python to buffer this data and create CSV files of intraday market data for US equities. It is possible to obtain the data through a socket connection to the local IQLink server that is provided when an account is created. In this article we will be discussing how to obtain intraday historic US equities data from the DTN IQFeed market data vendor.
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