Joined: May 30, 2014
Posted: Nov 16, 2014 09:23 PM
Msg. 1 of 1
It would be great to have possibility to request data from history by several symbols together.
IQFeed API has a limit for count of symbols to real-time subscription. So I need to get tick data from history by all symbols which are not included in subscription.
For example, if I want to upload tick data by CME options I should send HTT command by one symbol, wait for the response and then send the request by the next symbol from the set of CME futures. This process is very slow.
Historical request by set of symbols can have request ID parameter by each of symbol to identify the symbol in the response. This feature should increase performance of such tasks.