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»Forums Index »IQFeed Developer »IQFeed Developer Support »No millisecond and microsecond timestamps
Author Topic: No millisecond and microsecond timestamps (2 messages, Page 1 of 1)

JohnFellow
-Interested User-
Posts: 1
Joined: Feb 29, 2016


Posted: Feb 29, 2016 04:50 PM          Msg. 1 of 2
Hi,

When using IQFeed client COM object for historic data the retrieved data don't have
millisecond timestamps.

2016-02-16 00:25:58,51.0900,50.1300,50.9000,51.0900,37291208,0,

And when using the same client COM object for level1 real time data the retrieved data also
don't have microsecond timestamps.
Q,@ESH16,22,1943.75,1,0.000514734,653587,1,1948.00,1927.75,1943.50,1943.75,106,72,,,20.25,10:32:50a,3014453,1943.00,1942.75,0.25,,1942.75,,0,,,,,02/29/2016,,1943.75,03/18/2016,,,1,0,,,0.25,0.25,0.75,1,0.010418006,,12,2,18,1876651,,,,,,317242,10:32:51,10:32:51,,3430031,,02/26/2016,43,43,43,10:32:50,43,

What should be done to get the milli and micro timestamps ?


Thank you very much.

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Feb 29, 2016 04:58 PM          Msg. 2 of 2
Milliseconds are only available using protocol 5.0 or higher. Microseconds require protocol 5.2 or higher.

You must set your protocol in each connection to IQFeed. In your case, since you are using COM, each instance of the COM interface is a new connection to IQFeed so you need to set the protocol in each of them.
 

 

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