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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »historical request
Author Topic: historical request (3 messages, Page 1 of 1)

amethyste
-Interested User-
Posts: 15
Joined: Nov 4, 2009


Posted: Mar 2, 2010 08:51 AM          Msg. 1 of 3
Hello,

I have some questions on an application history:

My code:

m_historyLookup.ReqHistoryIntervalTimeframe ( "GOOG", (uint) 600, "20100301 09:30:00", "20100301 16:00:00", (uint) 1000, "", "", (byte) 0, "GOOG" , 10);

the result:
begin
GOOG ,2010-03-01 16:10:00,533.1000,532.6400,532.9500,532.7000,2224138,75564,
GOOG ,2010-03-01 16:00:00,533.2900,531.8700,531.9500,532.6400,2129201,143750,
GOOG ,2010-03-01 15:50:00,532.5300,531.5200,532.1500,532.0900,1985451,61588,
GOOG ,2010-03-01 15:40:00,532.6400,531.5700,531.9400,532.1300,1923863,82845,
...
...
GOOG ,2010-03-01 09:50:00,529.8700,528.2540,528.7600,528.2615,193303,82341,
GOOG ,2010-03-01 09:40:00,531.0000,528.8500,529.2400,529.0015,110962,93127,
GOOG ,2010-03-01 09:30:00,530.2100,529.6100,529.9400,530.1600,4089,1400,
GOOG ,2010-03-01 09:10:00,529.6000,529.4000,529.4000,529.6000,2689,795,
GOOG,! ENDMSG!,
end

1 - in the result, time is the beginning or end of the bar?
2 - why there is a bar at 9:10 and a bar at 16:40 then I ask 9h30 and 16h00?
3 - the order of return is High, Low, Open, Close?

Thank you

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Mar 2, 2010 09:17 AM          Msg. 2 of 3
You need to take out the colons from your time, per the documentation, the BeginDate Time field should be in the format CCYYMMDD HHmmSS. However, I am not sure that is what is causing your issue. The request seems to work fine for me. There is an issue with the servers when specifying max Datapoints and setting the old to new flag that would cause similar results but since you are not setting that flag, I cannot explain it currently.

To answer your questions specifically:

1) Timestamps in interval data are for the second immediately following the interval. Thus a 10minute bar labeled 16:00:00 represents the data from 15:50:00-15:59:59
2) Per #1, an interval bar labeled 16:10 is expected but since your request is working for me, I don't know what might be causing the extra bars.
3) yes, per the documentation, the data is returned HLOC

amethyste
-Interested User-
Posts: 15
Joined: Nov 4, 2009


Posted: Mar 2, 2010 09:38 AM          Msg. 3 of 3
Thank you
 

 

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