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»Forums Index »IQFeed Developer »IQFeed Developer Support »Question about HIT returned data (interval candles)
Author Topic: Question about HIT returned data (interval candles) (2 messages, Page 1 of 1)

YDBackTester
-Interested User-
Posts: 5
Joined: Mar 5, 2016


Posted: Mar 5, 2016 06:44 AM          Msg. 1 of 2
When i run this query:
"HIT,NE,60,20160226 093000,20160226 160000,,093000,160000,1,,,s"

I get this data:
2016-02-26 09:31:00,7.7800,7.6600,7.6900,7.6600,44984,44160,0,
2016-02-26 09:32:00,7.7400,7.6900,7.7001,7.7100,58814,13764,0,
...
...
2016-02-26 16:00:00,8.2100,8.2000,8.2000,8.2100,7601346,57892,0,
2016-02-26 16:01:00,8.2000,8.2000,8.2000,8.2000,7883616,282270,0,

My question:
Why am I getting a 09:31:00 candle, and why am I getting a "16:01:00" candle?
So which seconds does the 09:31:00 candle represents ? is it actually an aggregation of all the seconds between and including 09:30:00 and 09:30:59 ?

DTN_Steve_S
-DTN Guru-
Posts: 2091
Joined: Nov 21, 2005


Posted: Mar 5, 2016 03:15 PM          Msg. 2 of 2
Interval data in IQFeed is timestamped in the second following the data it represents.

As a result, your 09:31 bar represents trades from 09:30:00-09:30:59.

We also do not send incomplete bars for time based intervals unless you are authorized for realtime data for the symbol AND requesting data up to the current second while it is still trading. Any bar that lies partially within the timeframe you are requesting will be returned.

As a result, your 16:01:00 bar represents data from 16:00:00 - 16:00:59 and is included because you requested the 16:00:00 second.
 

 

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