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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Timestamps on historical data
Author Topic: Timestamps on historical data (7 messages, Page 1 of 1)

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004


Posted: Aug 31, 2004 05:06 AM          Msg. 1 of 7
Hi,

I just downloaded historical data (1-minute bars) for MSFT on 2004-08-30 (yesterday). The frist bar has a timestamp of 09:32, the last bar 16:01.

This suggests that 1 minute has to be subtracted (since the trading session goes from 09:00 to 16:00).

Here are my questions:
- Do I have to subtract 1 minute from the timestamp of 1-minute bar historical data ?
- Is this true for any instrument (stocks, futures ...) on any exchange, or will this apply only to a selected subset ?
- Does the historical data only hold "in-session" data or include before and after hour trades also ?

Regards

Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Aug 31, 2004 06:53 AM          Msg. 2 of 7
all historic timestamps show the end time of the bar, not the start. Just like tradestation does it

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004


Posted: Aug 31, 2004 07:01 AM          Msg. 3 of 7
Yep, that's fine and I appreciate that.

But why do they start with 09:32 and not 09:31 and end with 16:01 and not 16:00 ?

Regards

Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004

DTN Market Access, LLC.


Posted: Aug 31, 2004 09:12 AM          Msg. 4 of 7
Dierk,

This seems to be a problem with our history retrieval not returning the first datapoint of the day. I'll look into it.

Tim Russell
Software Engineer
DTN IQ & FinWin

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004


Posted: Aug 31, 2004 09:17 AM          Msg. 5 of 7
Tim,

Thanks

Would be great if you could post a message when the issue is resolved.

Regards

Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best

DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004

DTN Market Access, LLC.


Posted: Aug 31, 2004 12:26 PM          Msg. 6 of 7
This should be fixed now.

Let me know if you have any problems.

Tim Russell
Software Engineer
DTN IQ & FinWin

Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004


Posted: Aug 31, 2004 12:49 PM          Msg. 7 of 7
I just checked, works fine now.

Thanks for letting us know.

Dierk Droth
www.trademagic.net
TradeMagic - Trading at its best
 

 

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