qdownload is a command line IQFeed CSV market data download tool that can download EOD bars, minute bars or tick data.
Use it to download a list of symbols, or a large number of symbols stored in a text file.
- Daily bars
- Minute bars
- Interval bars (volume, ticks or seconds)
- Tick data
- Parallel downloads (8 by default)
- CSV (default) or TSV format
- Uncompressed (default) or GZipped files
- Start and end date filter (all data by default)
- Bars timestamps at start of bar (default), or end of bar
- Optional time zone conversion of timestamps
- Go to compile the project: Download Go
- IQFeed subscription and client:
- Windows and Mac: IQFeed Client
- Linux: IQFeed Docker Image
Use go get and install to download and compile qdownload:
go get -u github.com/nhedlund/qdownload
go install github.com/nhedlund/qdownloadRun qdownload without any arguments for usage:
$ qdownload
USAGE:
qdownload [global options] command [command options] <symbols or symbols file>
COMMANDS:
eod Download EOD bars
minute Download minute bars
tick Download tick data
interval Download interval bars: <length> <seconds|volume|ticks>
help, h Shows a list of commands or help for one command
GLOBAL OPTIONS:
--start value, -s value start date filter: yyyymmdd
--end value, -e value end date filter: yyyymmdd
--out value, -o value output directory (default: "data")
--timezone value, -z value timestamps time zone (default: "ET")
--parallelism value, -p value number of parallel downloads (default: 8)
--tsv, -t use tab separator instead of comma
--detailed-logging, -d detailed log output
--gzip, -g compress files with gzip
--end-timestamp, -m use end of bar timestamps instead of start
--help, -h show helpDownload Apple and Microsoft stock price minute bars from 2007 to today:
$ qdownload minute aapl,msft
• Read symbols symbols=2
• Downloading symbol=AAPL
• Downloading symbol=MSFT
• Completed duration=19177ms rows=1428612 symbol=MSFT
• Completed duration=43670ms rows=1853585 symbol=AAPLDownload daily bars for 10 different symbols from a list in symbols.txt:
$ qdownload eod symbols.txt
• Read symbols symbols=10
• Downloading symbol=FB
• Downloading symbol=SPY
• Downloading symbol=NFLX
• Downloading symbol=AMZN
• Downloading symbol=GOOG
• Downloading symbol=AAPL
• Downloading symbol=GLD
• Downloading symbol=SLV
• Completed duration=468ms rows=1238 symbol=GOOG
• Downloading symbol=USO
• Completed duration=473ms rows=1703 symbol=FB
• Downloading symbol=FARM
• Completed duration=612ms rows=4219 symbol=NFLX
• Completed duration=611ms rows=3229 symbol=SLV
• Completed duration=624ms rows=3591 symbol=GLD
• Completed duration=745ms rows=5828 symbol=SPY
• Completed duration=769ms rows=7342 symbol=AAPL
• Completed duration=876ms rows=5478 symbol=AMZN
• Completed duration=604ms rows=3242 symbol=USO
• Completed duration=608ms rows=5429 symbol=FARMDownload volume 1000 interval bars for SPY starting from 2019-04-18:
$ qdownload -s 20190418 interval 1000 volume spy
• Using newer protocol required for bar start timestamps, requiring at least IQFeed 6.0
• Read symbols symbols=1
• Downloading symbol=SPY
• Completed duration=1126ms rows=50104 symbol=SPYDownload volume 1000 interval bars for SPY with timestamp at end of bar, starting from 2019-04-18:
$ qdownload -m -s 20190418 interval 1000 volume spy
• Read symbols symbols=1
• Downloading symbol=SPY
• Completed duration=1120ms rows=50359 symbol=SPYBy default intraday timestamps use the default IQFeed time zone US Eastern Time.
However it is possible to output timestamps in a different timezone.
Use the -z option to set the output timezone to either a shortcut alias or an IANA time zone from: Time Zones
Examples:
- ET or EST for US Eastern Time (New York)
- CT or CST for US Central Time (Chicago)
- PT or PST for US Pacific Time (Los Angeles)
- UTC
- America/New_York
- Europe/Stockholm
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