Here are some packaging scripts for running the DTN IQFeed iqconnect.exe 
software on a Debian GNU/Linux amd64 system (and probably also relatives 
like Ubuntu).  I hope someone else finds them helpful.

I assume that you know what DTN IQFeed is all about and that you already
have a subscription and you know what to do with it.  You'll need to download
the IQFeed software from DTN yourself (with 'make fetch', see below).
I have no affiliation with DTN (other than being a happy customer).

You don't need anything special to use iqconnect.exe on an x86 GNU/Linux 
(or MacOSX, BSD etc) system, it works out of the box with Wine.  But I 
wanted to run it as a headless daemon that comes up whenever my PC comes 
up, so I decided to try packaging it and giving it standard start/stop 
scripts.

Packages needed: wine, libnss-mdns, fakeroot, dpkg, wget, xvfb, make

Because manual GUI interaction is required, there are several steps:

1. make fetch                            # get the installer from DTN
2. make install                          # run installer (GUI)
3. make dlls                             # install MFC DLLs from Microsoft
4. make launch                           # optional: test and configure (GUI)
5. make package                          # build the .deb
6. sudo dpkg -i iqfeed-4.8.1.7_amd64.deb # install!
7. sudo vi /etc/iqfeed.conf              # optional: set product and version
8. sudo /etc/init.d/iqfeed start

TODO: Step 3 is currently broken.  I don't know why.  You'll need to find
mfc100.dll, msvcp100.dll, msvcr100.dll on a windows machine and copy them
into drive_c/windows/system32 manually before the 'make launch' phase.
Those are the Visual C++ 2010 runtime libraries and they can be installed
from http://www.microsoft.com/download/en/details.aspx?id=5555 which
for some reason doesn't work for me in Wine (something to do with a trust
error, possibly relating to signed code).

I hereby place these files in the public domain.  They are supplied without 
any kind of waranty.  Maybe someone who knows more about packaging will be
able to fork and improve them or show me how it really should be done... 
(I don't know much about packaging and haven't used the dh_XXX scripts, 
and there are some remaining lintian errors...).

Thomas Munro <munro@ip9.org> on New Year's day, 2011-01-01
Updated on 2012-03-12 for the latest version of the iqfeed client.