bigfoot
-Interested User-
Posts: 11
Joined: May 12, 2004
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Posted: Sep 24, 2007 12:39 AM
Msg. 1 of 6
I am having issues requesting historical data. I have already have socket a connection to get tick data and that works fine. I created a second socket to request historical data, however I have tried various formats to get historical tick data to no avail. I have tried HT,GROW,2; HT,[GROW],[2]; [HT,GROW,2];
I have also tried by getting the second socket to initialize the feed and tcp/ip before requesting historical data and tried the three combinations however no luck.
Interesting that the error messages are not consisted for the same format.
I have attached a screenshot of the IQFeed log. The left side (green background) is from the first scenario and the right side (yellowish background) is the second scenario.
Anything I am doing wrong or is there something not mentioned in the manuals that I need to do.
File Attached: iqfeed_error.png (downloaded 1534 times)
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bigfoot
-Interested User-
Posts: 11
Joined: May 12, 2004
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Posted: Sep 24, 2007 12:41 AM
Msg. 2 of 6
The second socket is connecting to the lookup port 9100.
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Sep 24, 2007 09:33 AM
Msg. 3 of 6
The history server requests need to be in calendar days (not trading days). This means that requesting 2 days on monday morning (before market open) for most contracts will not return any results (since you are requesting monday and sunday's data).
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bigfoot
-Interested User-
Posts: 11
Joined: May 12, 2004
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Posted: Sep 24, 2007 11:13 AM
Msg. 4 of 6
Thanks. Did not realize it was calender days. One more question though. DTN website states on e can get historical tick data for 8 calender days. However I am only getting data for 6 days.
I requested tick data for GROW specifying 10 days and the I only got data from 2007-09-19 08:07:00 to 2007-09-24 am. Which is 6 days. Edited by bigfoot on Sep 24, 2007 at 11:14 AM
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Sep 24, 2007 12:25 PM
Msg. 5 of 6
This is a side effect from the new server code that was rolled out this weekend. There are some hardware limitations that are preventing us from servicing the entire 8 days currently. Our server team is currently working on a software solution to this issue.
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bigfoot
-Interested User-
Posts: 11
Joined: May 12, 2004
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Posted: Sep 25, 2007 08:56 AM
Msg. 6 of 6
Thanks
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