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»Forums Index »IQFeed Developer »IQFeed Developer Support »Trouble downloading historic tick data
Author Topic: Trouble downloading historic tick data (3 messages, Page 1 of 1)

malmberg
-Interested User-
Posts: 2
Joined: Nov 10, 2016


Posted: Nov 10, 2016 01:30 PM          Msg. 1 of 3
Hi,

I was using my connection to the IQFeed yesterday and downloaded historic tickdata for the month of May, however I hadn't time to finish for up till today. Now the strange thing is that today there is no data for any date prior to 1st of November. But from the first of November I can get historical tick data. The code has remained unchanged.

Is this an issue at your side or should I continue debugging?

The message I send
HTT,@ES#,20161025 000000, 20161026 235959,,000000,235959,1



The message I receive is, should it be to any help,

"E,!NO_DATA!,,
!ENDMSG!,"

before, I only received an "!NO DATA! END OF MESSAGE" if no data was present.

If I change the date to 2nd Nov I get this data:
0 1 2 3 4 5 6 7 8 9
0 2016-11-02 00:00:00 2095.75 1 51395 2095.50 2095.75 8730224 0 0 C
1 2016-11-02 00:00:00 2095.75 1 51396 2095.50 2095.75 8730232 0 0 C
2 2016-11-02 00:00:00 2095.75 1 51397 2095.50 2095.75 8730235 0 0 C
3 2016-11-02 00:00:02 2095.50 3 51400 2095.50 2095.75 8730243 0 0 C
4 2016-11-02 00:00:05 2095.50 1 51401 2095.50 2095.75 8730284 0 0 C
0 1 2 3 4 5 6 7 8 9
638364 2016-11-02 23:59:56 2086.50 1 58362 2086.25 2086.50 13873544 0 0 C
638365 2016-11-02 23:59:59 2086.50 1 58363 2086.25 2086.50 13873565 0 0 C
638366 2016-11-02 23:59:59 2086.50 3 58366 2086.25 2086.50 13873565 0 0 C
638367 2016-11-02 23:59:59 2086.50 1 58367 2086.25 2086.50 13873568 0 0 C
638368 2016-11-02 23:59:59 2086.50 1 58368 2086.25 2086.50 13873568 0 0 C


Thank you
//Johan
Edited by malmberg on Nov 10, 2016 at 01:41 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Nov 10, 2016 01:40 PM          Msg. 2 of 3
Good afternoon,

During market hours we only have 8 calendar days of tick data available. You can make the request after 3:30 CST and get the older data.

Tim

malmberg
-Interested User-
Posts: 2
Joined: Nov 10, 2016


Posted: Nov 10, 2016 01:44 PM          Msg. 3 of 3
Good afternoon Tim,

or evening as it is here in Europe ;) and thank you for an insanely fast answer.
That explains it, and now that you mention it I do think I've read it somewhere.
Too bad I couldn't remember it. Once again thank you!

//Johan
 

 

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