-
Notifications
You must be signed in to change notification settings - Fork 4
/
functionSignatures.json
244 lines (244 loc) · 18.7 KB
/
functionSignatures.json
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
{
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'license','version','update','revert','doc','quotes',intervalbars','fundamental','greeks','news','history','summary','lookup','alert','chain','disconnect','reconnect','time','stats','command'}"], "purpose":"Processing action"},
{"name":"parameters", "kind":"required", "type":["struct","table","class"], "purpose":"Action parameters (struct, table, or MCOS object)"}
],
"outputs":
[
{"name":"results", "type":["char","struct","numeric"]},
{"name":"errorMsg", "type":"char"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'license','version','quotes','intervalbars','fundamental','greeks','news','history','lookup','alert','chain','disconnect','reconnect','time','stats','command'}"], "purpose":"Processing action"},
{"name":"Debug", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Display debug information? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'quotes','IntervalBars','fundamental','greeks','news','history','summary','MarketDepth','regional','lookup','alert','chain','reconnect','time','stats','command'}"], "purpose":"Processing action"},
{"name":"Username", "kind":"namevalue", "type":"char", "purpose":"IQFeed account username"},
{"name":"Password", "kind":"namevalue", "type":"char", "purpose":"IQFeed account password"},
{"name":"Timeout", "kind":"namevalue", "type":"numeric", "purpose":"max # of seconds to wait for blocking query (0=infinite; default=5)"},
{"name":"MsgParsingLevel", "kind":"namevalue", "type":["numeric","integer", "choices={0,1,2}"], "purpose":"parsing level of IQFeed msgs (default=2=maximal)"},
{"name":"ProcessFunc", "kind":"namevalue", "type":["struct","function_handle"], "purpose":"callback function of IQFeed msgs"},
{"name":"RaiseErrorMsgs", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Matlab error upon IQFeed error? (default=true)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'quotes'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of quotes to process (default=1)"},
{"name":"MaxItems", "kind":"namevalue", "type":["numeric","integer",">0"], "purpose":"Max # of quotes to store in buffer (default=1)"},
{"name":"UseParallel", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Process multiple symbols in parallel? (default=false)"},
{"name":"Fields", "kind":"namevalue", "type":["char","cellstr"], "purpose":"Data fields to process"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'quotes','trades'}"], "purpose":"Data type to process"},
{"name":"ClearBuffer", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Clear accumulated streaming? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'fundamental'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'greeks'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"UseParallel", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Process multiple symbols in parallel? (default=false)"},
{"name":"UnderlyingSymbol", "kind":"namevalue", "type":["char"], "purpose":"Symbol of the underlying asset (optional)"},
{"name":"HistoricVolatility", "kind":"namevalue", "type":["numeric"], "purpose":"Underlying price volatility in percent (optional)"},
{"name":"RiskFreeRate", "kind":"namevalue", "type":["numeric"], "purpose":"Domestic RF rate in percent (default=0)"},
{"name":"DividendsYield", "kind":"namevalue", "type":["numeric"], "purpose":"Underlying stock div yield or carry rate in percent (default=0)"},
{"name":"Side", "kind":"namevalue", "type":["char","string", "choices={'Call','Put'}"], "purpose":"Contract side (optional)"},
{"name":"DaysToExpiration", "kind":"namevalue", "type":["numeric"], "purpose":"# days until contract expires (optional)"},
{"name":"AnnualFactor", "kind":"namevalue", "type":["numeric"], "purpose":"# of days per year (default=365)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'regional'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of quotes to process (default=1)"},
{"name":"MaxItems", "kind":"namevalue", "type":["numeric","integer",">0"], "purpose":"Max # of quotes to store in buffer (default=1)"},
{"name":"ClearBuffer", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Clear accumulated streaming? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'history'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"UseParallel", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Use parallel processing? (default=false)"},
{"name":"DataDirection", "kind":"namevalue", "type":["numeric","integer", "choices={-1,1}"], "purpose":"Order of returned data bars (default=1=oldest first; -1=reverse)"},
{"name":"MaxItems", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Max # of bars to fetch (default=100; -1=all)"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'day','week','month','interval','ticks'}"], "purpose":"Type of data bars"},
{"name":"Days", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of preceding days to fetch (default=1=today only; -1=all)"},
{"name":"BeginDate", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of earliest bar to fetch"},
{"name":"EndDate", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of latest bar to fetch"},
{"name":"BeginDateTime", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date/time of earliest bar to fetch"},
{"name":"EndDateTime", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date/time of latest bar to fetch"},
{"name":"BeginFilterTime", "kind":"namevalue", "type":["char","string"], "purpose":"Time of earliest bar to fetch in each day"},
{"name":"EndFilterTime", "kind":"namevalue", "type":["char","string"], "purpose":"Time of latest bar to fetch in each day"},
{"name":"IntervalType", "kind":"namevalue", "type":["char","string", "choices={'secs','volume','ticks'}"], "purpose":"Type of interval size (default='secs')"},
{"name":"IntervalSize", "kind":"namevalue", "type":["numeric","integer",">0"], "purpose":"Interval size (default=60)"},
{"name":"LabelAtBeginning","kind":"namevalue", "type":["logical","scalar"], "purpose":"Is 11:17:41 data reported in 11:17 bar or 11:18 bar? (default=false meaning 11:18)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'summary'}"], "purpose":"Processing action"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'snapshot','fundamental'}"], "purpose":"Data type to fetch (default=snapshot)"},
{"name":"SecType", "kind":"namevalue", "type":["char","string", "choices={'Equity','Index/Equity Option','Mutual Fund','Money Market Fund', 'Bond','Index','Market Statistic','Future','Future Option','Future Spread','Spot (Cash) Price','Forward','DTN Calculated Statistic','Calculated Strip','Single Stock Future','Foreign Monetary Exchange','Future Market Depth','Precious Metals','...'}"], "purpose":"Security type to fetch (default=Equity)"},
{"name":"Exchange", "kind":"namevalue", "type":["char","string", "choices={'NYSE','NASDAQ','CBOT','...'}"], "purpose":"Exchange to fetch (default=NYSE)"},
{"name":"ReportEmptyFields", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Report empty fields? (default=false)"},
{"name":"Filter", "kind":"namevalue", "type":["char","string", "cellstr"], "purpose":"Filter criteria for reported securities"},
{"name":"Date", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of end-of-day data (default=yesterday)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'IntervalBars'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of bars to process (default=MaxItems)"},
{"name":"MaxItems", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Max # of bars to fetch (default=100)"},
{"name":"MaxDays", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Max # of trading days to fetch (default=1)"},
{"name":"BeginDateTime", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date/time of earliest bar to fetch"},
{"name":"BeginFilterTime", "kind":"namevalue", "type":["char","string"], "purpose":"Time of earliest bar to fetch in each day"},
{"name":"EndFilterTime", "kind":"namevalue", "type":["char","string"], "purpose":"Time of latest bar to fetch in each day"},
{"name":"IntervalType", "kind":"namevalue", "type":["char","string", "choices={'secs','volume','ticks'}"], "purpose":"Type of interval size (default='secs')"},
{"name":"IntervalSize", "kind":"namevalue", "type":["numeric","integer",">0"], "purpose":"Interval size (default=60)"},
{"name":"ClearBuffer", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Clear accumulated streaming? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'MarketDepth'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of quotes to process (default=10)"},
{"name":"IncludeEmptyQuotes", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Include empty Level2 quotes? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'news'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"UseParallel", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Use parallel processing? (default=false)"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'config','headlines','story','number'}"], "purpose":"Type of data items to process"},
{"name":"Sources", "kind":"namevalue", "type":["char","cellstr"], "purpose":"News source(s)"},
{"name":"Date", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of news publication (default=[]=all dates)"},
{"name":"BeginDate", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of earliest item to fetch"},
{"name":"EndDate", "kind":"namevalue", "type":["char","string","datetime","numeric"], "purpose":"Date of latest item to fetch"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# of items to process (default=Inf)"},
{"name":"MaxItems", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Max # of items to fetch (default=1000)"},
{"name":"GetStory", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Get full story text (in addition to headline)? (default=false)"},
{"name":"ID", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Numeric ID(s) of news items to fetch"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'lookup'}"], "purpose":"Processing action"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'symbols','markets','sectypes','SIC','NAICS'}"], "purpose":"Type of data items to lookup"},
{"name":"Name", "kind":"namevalue", "type":["char","string"], "purpose":"Limits query to symbols containing this string"},
{"name":"Description", "kind":"namevalue", "type":["char","string"], "purpose":"Limits query to asset names containing this string"},
{"name":"Market", "kind":"namevalue", "type":["char","string","cellstr","numeric"], "purpose":"Limits query to symbols traded in the specified market code/name"},
{"name":"SecType", "kind":"namevalue", "type":["char","string","cellstr","numeric"], "purpose":"Limits query to symbols having the specified sec-type code/name"},
{"name":"SIC", "kind":"namevalue", "type":["char","string","cellstr","numeric"], "purpose":"Limits query to symbols traded in the specified SIC sector/industry code"},
{"name":"NAICS", "kind":"namevalue", "type":["char","string","cellstr","numeric"], "purpose":"Limits query to symbols traded in the specified NAICS sector/industry code"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'chain'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"DataType", "kind":"namevalue", "type":["char","string", "choices={'options','future','spread','foptions'}"], "purpose":"Type of data items to process (default='options')"},
{"name":"Side", "kind":"namevalue", "type":["char","string", "choices={'cp','c','p'}"], "purpose":"Contract side (default='cp'=calls+puts)"},
{"name":"WhatToShow", "kind":"namevalue", "type":["char","string", "choices={'symbols','quotes','fundamental'}"], "purpose":"Data to be displayed (default='symbols')"},
{"name":"Months", "kind":"namevalue", "type":["char","string","cellstr","numeric"], "purpose":"Limits query to the specified months (default=[]=all)"},
{"name":"NearMonths", "kind":"namevalue", "type":[["integer",">=0"]], "purpose":"Number of nearby contract months to report (default=[]=all)"},
{"name":"Years", "kind":"namevalue", "type":[["integer",">=0"]], "purpose":"One or more years to report (default=current year)"},
{"name":"IncludeBinary", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Include binary options? (default=true)"},
{"name":"MinStrike", "kind":"namevalue", "type":["numeric"], "purpose":"Only report options with higher strike price (default=[])"},
{"name":"MaxStrike", "kind":"namevalue", "type":["numeric"], "purpose":"Only report options with lower strike price (default=[])"},
{"name":"NumInMoney", "kind":"namevalue", "type":["numeric"], "purpose":"Only report this # of options in the money (default=[])"},
{"name":"NumOutOfMoney", "kind":"namevalue", "type":["numeric"], "purpose":"Only report this # of options out of money (default=[])"},
{"name":"UseParallel", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Process data in parallel? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'stats'}"], "purpose":"Processing action"},
{"name":"AddPortStats", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Display port statistics? (default=false)"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'log'}"], "purpose":"Processing action"},
{"name":"Details", "kind":"namevalue", "type":[["logical","vector"],["numeric","vector"]], "purpose":"[Admin,Level1,Level2,Lookup,Debug] flags (default=[1,0,0,0,0])"},
{"name":"Path", "kind":"namevalue", "type":["folder"], "purpose":"Log file's folder"},
{"name":"CopyTo", "kind":"namevalue", "type":["folder","file"], "purpose":"Copy a log snapshot to this folder/file"},
{"name":"DoThis", "kind":"namevalue", "type":["char","string", "choices={'display','reset'}"], "purpose":"Special log action request"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'command'}"], "purpose":"Processing action"},
{"name":"String", "kind":"namevalue", "type":["char","string"], "purpose":"IQFeed command string"}
]
},
"IQML":
{
"inputs":
[
{"name":"action", "kind":"required", "type":["char","string", "choices={'alert'}"], "purpose":"Processing action"},
{"name":"Symbol", "kind":"namevalue", "type":["char","cellstr"], "purpose":"IQFeed symbol(s)"},
{"name":"Trigger", "kind":"namevalue", "type":["char","string"], "purpose":"Alert trigger string"},
{"name":"AlertAction", "kind":"namevalue", "type":["char","string","function_handle","cell"], "purpose":"Alert action"},
{"name":"NumOfEvents", "kind":"namevalue", "type":["numeric","integer"], "purpose":"# alerts to process (default=1)"},
{"name":"StartStream", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Auto-start data streaming? (default=false)"},
{"name":"AlertID", "kind":"namevalue", "type":["numeric","integer"], "purpose":"Numeric ID(s) of alerts to modify/delete"},
{"name":"GetStory", "kind":"namevalue", "type":["logical","scalar"], "purpose":"Report full news story text in news alert? (default=true)"},
{"name":"EmailRecipients", "kind":"namevalue", "type":["char","cellstr"], "purpose":"Recipient email addresses of email alerts"},
{"name":"SmtpEmail", "kind":"namevalue", "type":["char","string"], "purpose":"Email address sending email alerts"},
{"name":"SmtpServer", "kind":"namevalue", "type":["char","string"], "purpose":"Email server sending email alerts"},
{"name":"SmtpPassword", "kind":"namevalue", "type":["char","string"], "purpose":"Password of mailbox sending email alerts"}
]
}
}