ers811
-Interested User-
Posts: 13
Joined: Mar 4, 2010
|
Posted: Mar 16, 2010 01:01 AM
Msg. 1 of 5
Is there a known issue with specifying time and date filters in the History3 COM interface? I'd rather not have to request more data than I need and trim it down after I get it back.
As a quick example I tried to request the last 60 minutes of 1-minute data for SPY.
BeginDateTime = ""; EndDateTime = DateTime.Now.ToString("yyyyMMdd 160100"); // Also hard-coded "20100315 160100" BeginFilterTime = "093100"; EndFilterTime = "160100";
I keep getting after-hours data. Am I doing something wrong? I see the same results in the IQFeed History Viewer diagnostic app as well.
Thanks, Eric
|
DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
|
Posted: Mar 16, 2010 08:15 AM
Msg. 2 of 5
Eric, I do not see the issue here when using the history viewer. Can you tell me exactly which parameters you are passing into the request for all fields or exactly what you are specifying in the HistoryViewer?
|
ers811
-Interested User-
Posts: 13
Joined: Mar 4, 2010
|
Posted: Mar 16, 2010 05:44 PM
Msg. 3 of 5
Here is an example assuming this attachment works.
I did notice that if I do NOT specify the number of bars to return, it works correctly. However I'd rather not spend the time coding all that. In this example, I want the last 120 1-min bars DURING MARKET HOURS. As you can see, it start a few minutes before the close and return everything it has. The filtering has no effect when I tell it how many bars I want.
Eric
File Attached: DTNIQ_Filter_Test.PNG (downloaded 1350 times)
|
DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
|
Posted: Mar 17, 2010 08:05 AM
Msg. 4 of 5
This is a known issue. Combining the Oldest to Newest flag with the number of datapoints parameter causes unexpected results. It will be fixed in an upcomming server release.
Until then, I can only recommend using one or the other and doing the extra filtering on your end.
|
ers811
-Interested User-
Posts: 13
Joined: Mar 4, 2010
|
Posted: Mar 18, 2010 03:13 AM
Msg. 5 of 5
Excellent, that's great to know. For now I'll just request them backwards and reverse the collection before shooting the result to my requesting app.
Thanks!
|