Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"Everything is working great with the API. I love it." - Comment from Calvin
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »IQFeed 3rd Party Software Support »Tick, Second and Minute Data in HistoryLookup3
Author Topic: Tick, Second and Minute Data in HistoryLookup3 (2 messages, Page 1 of 1)

ericm
-DTN Evangelist-
Posts: 145
Joined: Mar 31, 2008


Posted: Mar 8, 2009 02:11 PM          Msg. 1 of 2
I am comparing data retrieved by "ReqHistoryTickDatapoints" with data retrieved by "ReqHistoryIntervalDatapoints," using two different intervals for the latter: 60 seconds and 1 second. Please consult the attached Word file to illustrate the question.

The requested data begin March 6 of this year. They do not match up at the start because of the number of records requested, but they come into synch at 15:54:46. There are two Ticks for this second (green highlight), and they are matched correctly in the Minute data with the 15:55:00 record, both as to price and volume. The next two Ticks at 15:55:16 (blue highlight) also match the minute data, both as to volume and the different prices of the Ticks. These data are also found in the Second data, although one would have expected the time specification to have been at the Second level, not the Minute level.

When we come to the group of 19 Ticks for 16:46 (yellow highlight), we still get a correct grouping in the Minute data (shown in 16:47:00). But one would have expected five separate records in the Second data because the 19 different ticks occurred in 5 different seconds. Instead, we get the same grouping we got in the Minute data. In fact, it is clear that the Second and Minute data do not differ at all.

Perhaps there is some specification for a minimum limit to the interval specification, but I have not found it. I'd appreciate some help on this.

N.B. When I went to attach the Word document, I notice that you don't allow .doc files, only .txt files, so the highlighting is gone. But I think I have included enough information that you can easily mark the groupings yourself.

Eric



File Attached: IQFeed Results.txt (downloaded 930 times)

DTN_Steve_S
-DTN Guru-
Posts: 2087
Joined: Nov 21, 2005


Posted: Mar 9, 2009 10:26 AM          Msg. 2 of 2
Eric, you are correct. This bit of information apparently never got added to the documentation. The protocol was designed to allow second intervals in the future but it is currently being limited to minutes. I will make sure the documentation gets updated to reduce confusion on this.
Edited by DTN_Steve_S on Mar 9, 2009 at 10:27 AM
 

 

Time: Fri April 19, 2019 5:13 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003