Pulling Market Data

Currently, Feat has support for ingesting tick data from DTN IQFeed, an affordable yet performant and reliable source for traditional finance data.


Use DTN’s symbol guide to locate the symbol you are interested in. DTN has support for equities, futures, options, and more but you may need to ensure that the correct permissions are enabled in your account.

Once you have the symbol(s) you are interested in, you can use the feat ticks command to ingest the data for it. This data will appear in a new $WORKDIR/ticks/$SYMBOL directory. On future runs, Feat will remember the date of the latest ingested trade and pull only the data since this time. The filenames are timestamps based on when the pull occurred.

Single Symbol

$ feat ticks @ES#C

Multiple Symbols

If you pass a filename with the suffix .txt, with one symbol per line, feat ticks will pull the latest tick data for each of those symbols.

For instance, syms.txt might look like:


And the subsequent invocation:

$ feat ticks syms.txt

Once ticks are ingested, bars can be processed from them.