News

• ql.0.77.106
• Added Matrix property to the COM interface to fast import series data into MatLab. http://www.quotelink.net/dk/how_to_use_matlab_with_quotelink

• ql.0.77.101
• QuoteLink is able to create bars with periods less than 1 min back. Use an 's' in the period to mean seconds Example: 1s, 10s. From this version it is also possible to backfill using ticks from IQFeed.

• ql.0.77.97
• IB: corrected: some options were not working with latest TWS
• QT: corrected: problem when trying to download now existing series.

• ql.0.77.85
• TDA: fixed issue with symbols containing dots in the middle.

• ql.0.77.84
• corrected bug in access to series data with VBA

• ql.0.77.81
• IB minor corrections for some FOP (Future options) that were not working.

• ql.0.77.79
• optimization of historical data download.

• ql.0.77.74
• change ticks download to use IQFeed 4.5 (range tick download)
• IQFeed intraday optimizations and some corrections.
• IQFeed 4.5 client is now recommended

• ql.0.77.70
• minor corrections

• ql.0.77.66
• minor corrections for IB and TDA

• ql.0.77.57
• IB minor correction in symbology for difficult symbols. Please use TWS 889 or later.

• ql.0.77.50
• TDA: corrected an issue that caused rare disconnections
• TDA: STATUS field now reports 'n/a' for non-existing symbols

• ql.0.77.48
• added QLTICK (last tick stored) and several informative fields when using ticks with IQFeed
• added TICK worksheet function. It gives the tick index for given time. Tick example
• added multiplier in IB detailed format
• Modified example IB3.xls to explain the detailed format for IB symbology Interactive Brokers setup. This is very useful for complicated securities.

• ql.0.77.42
• TDA Indraday series now supported

• ql.0.77.38
• examples edited, minor corrections

• ql.0.77.34
• added Tick data example
• Tick data in Excel

• ql.0.77.30
• Corrected a problem in installer for passwords containing special chars (&, #, …)
• Plus some minor changes.

• ql.0.77.27

Is now main production release and all users may upgrade now. There are many improvements but comparing with last production release with 0.76.* the two most important changes are the improvement in speed for Intraday/EOD series and TDA support of 600 symbols.

• ql.0.77.25 (beta)
• bars in intraday can now be set to start at any time. Useful for futures, FOREX, …

• ql.0.77.21 (beta)
• Intraday and EOD download speed optimization. Download hundreds of series is now easy.
• TDA support for their new limit of 600 quotes
• QuoteLink now brings back symbols that were rejected because of feed quota limits once there is room for new symbols. Working for IQ and TDA. Other feeds will follow.
• Interactive brokers series now supported. All available charts (FOREX included) in TWS can be downloaded as a series.

• ql.0.76.23
• IQFeed: Level 2 for futures

• ql.0.76.21
• OX feed: Time field was incorrect

• ql.0.76.19
• TDA feed: corrected problem in login for some users + review.

• ql.0.76.14
• minor corrections in feeds configuration

• ql.0.76.10
• historical data: cache has been optimized ant takes much less disk space
• historical data using QuoteTracker: bar times are converted to local time ( before time was always in US Eastern time)

• ql.0.76.8
• corrected: Holidays 2008, 2009 were missing

• ql.0.76.4
• EOD data from Yahoo is now supported

• ql.0.76.1
• Historical/intraday data processing optimized (QL can now work with 500 series loaded with IQFeed)
• QuoteLink now supports backfill through QuoteTracker
• Correction: IB some symbols containing '-'s were not working ( example NYSE:TRIN-NYSE)
• The example sheets are now installed on the local machine

If you are using IQFeed please upgrade to their new client program release(4.3.0.3) as it consumes less CPU under heavy loads. http://www.iqfeed.net/index.cfm?displayaction=support&section=download

• ql.0.75.9
• IB L2 added

• ql.0.75.7
• Corrected BUG in IB support : for stocks not frequently traded once in a while a BID SIZE of zero appeared

• ql.0.75.5
• Minor memory leak correction.

• ql.0.75.3
• PMS - PC Quote MarketSmart snaphsots added FLAG field (Call/Put)

• ql.0.75.1
• Log feature improved. Generally feedback to user if there is a problem has been improved.
• Log verbose mode details requests sent to data providers.

• ql.0.74.37
• Corrected: Series Intraday/EOD: Sometimes data was lost if symbols appeared in upper case and lower case simultaneously

• ql.0.74.27
• TDA: Open field added

• ql.0.74.26
• IQFeed: Modified QuoteLink to keep IQ connection manager running even if no quotes are being monitored.
• IQFeed: Historical/intraday data. Both option formats .<root><month><strike> or <root> <month><strike> are accepted. Examples: .QQQHV, QQQ HV

• ql.0.74.22
• historical worksheet functions;some minor corrections; added H function Historical data
• memory leak corrected while using many quotes

• ql.0.74.19
• IB - a new symbol format maybe used in addition to help with complex symbols

better explained with an example:

ZN-FOP-200709-105-C-ECBOT

Symbol
type of instrument:OPT = OPTION,FOP=FUTURE OPTION, FUT=FUTURE, IND=INDEX, STK=STOCK,...
expiration year month using format --->  yyyymm
strike 
right C or P ;   call or put
Exchange
optionally currency USD, EUR ...

Separate the different elements with character '-'

If you are using IB this way of representing symbols is certainly familiar.

• ql.0.74.17
• minor correction: QuoteLink automatically recovers connection whenever QT restarts

• ql.0.74.16

• ql.0.74.11
• added PCHANGE to ALL feeds

• ql.0.74.7
• minor corrections to QT HTTP legacy adapter - added PCHANGE

• ql.0.74.5
• Added DLTA function which is an alias for the options DELTA function. (Necessary because there is another function named DELTA in Excel 2007)
• new functions for historical data. See documentation.
• PCHANGE field is now % CHANGE for most feeds. (coming from provider /or calculated )
• added handy links to external sites

• ql.0.74.2 - for professional subscription: It is possible to invoke an Excel template by Right-clicking on a cell and then by using menu Templates.

That will:

• read a symbol from the cell on current sheet
• open a new document based on the template
• on the new document:
  • the symbol is written on the cell named Symbol (if that 'Name' has been defined on the workbook)
  • the sub-routine Sub QuoteLinkCallEntry(ByVal sSymbol As String) is called (if it exists)

See Chain.xlt for an example.

• ql.0.74.1
• intraday downloads is now drmatically much faster and supports many downloads hundreds
• new options wizard that simply downloads ALL options
• optimizations 10% or more faster for level I quotes

• ql.0.73.21
• new intraday example

• ql.0.73.14
• options chains if underlying is a wrong ticker an error is returned fast instead of waiting for timeout.

• ql.0.73.13
• Corrected: If folder QuoteLink\Wizard didn't exist it was impossible to create wizards automatically.
• The example 'Wizards - How to' explains how to create new wizards with no effort.

• ql.0.73.12
• Corrected(minor): Log was not showing past messages

• ql.0.73.10
• TDA feed corrections
• The Examples for Options, Intraday, Level 2,… can be now open using the menu associated with the QuoteLink icon in the taskbar.
• For now on the Toolbar add-in won't be installed by the setup it may still be used as a tool or as an example. (If interested download it from site and install it as you would install any normal Excel Add-in)

• ql.0.73.1
• There is now a QuoteLink icon on the system tray with all configuration and log menus
• The menu QuoteIN inside Excel has been removed.
• The Cell menu ( the one that appears when there is a right mouse click over a cell) remains

• ql.0.72.27
• Interactive Brokers modifications for TWS 864.4

• ql.0.72.25
• minor corrections removed unused Subs and sheets in QL-Tools VBA add-in

• ql.0.72.24
• corrected a problem during startup with Excel version 2002

• ql.0.72.21
• is now promoted to production release - for users that were using 0.71.* and older this update requires exceptionally reconfiguring the feeds.

• ql.0.72.20
• corrected: QuoteIN sometimes quotes were not starting if formulas placed in Personal.xls

• ql.0.72.14
• Suppport for TDAmeritrade streamer

• Updated IB example sheet'symbology' and included better examples for futures [http://quotelink.net/api/examples/SpreadSheet/ib3.xls Symbols for Options / Futures / FOREX example spreadsheet]

• ql.0.72.9 - Corrected: expiration dates data type was wrong. Use Format Cells to show dates in one of the date/time formats supported by Excel

* ql.0.72.7 - Windows Vista Beta supported

• ql.0.72.6 - Beta testing version
• Corrected: IQFeed BID CHANGE, ASK CHANGE was being wiped when a trade happens

• ql.0.72.4 - Beta testing version
• Corrected: issues with the toolbar add-in installation and upgrade.
• The functions that wrap RTD moved to a XLL making them faster. The VBA Add-IN qiwrapper.xla was thus eliminated.
• a new Wrapper formula S wraps the RTD functions for series.

• ql.0.72.1 - Beta testing version

• I don't expect many problems with this version but I recommend users with complex spreadsheets to test it carefully before using for trading on market hours.
• Feeds <b>need to be reconfigured</b> for this version.

• Memory use while using series has been optimized. You can now get 1 minute back to some 6 months or so. Since an excel sheet is limited to 2^16 rows you may need to use several sheets or alternatively process the data using VBA, VB or .NET programming languages to cover all data.
• APIs have been improved
• Folders used: All files including configuration files are NOW on folder <Documents Folder>\QuoteLink. There is a new sub-folder name 'Series' where all Series are cached. The folder <Application Data>\QuoteLink, used before for configuration file, will no longer be used. Other than that only folder <Program Files>\QuotelLink and its sub-folders are used.
• Each session creates a new run.log file; the one named run.log is the last session and run-1.log,2,3 are previous sessions.This is to avoid very big log files while keeping latest logs.

• ql.0.71.17
• OX: Improved login procedure - if you use OX please upgrade ASAP
• IB: change FOREX symbology to be compatible with QuoteTracker if you use IB see–>

Symbols for Options / Futures / FOREX example spreadsheet

• Money.net: connection improvements.