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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Problem With HIT Interval
Author Topic: Problem With HIT Interval (6 messages, Page 1 of 1)

zane
-Interested User-
Posts: 18
Joined: Aug 28, 2016
Posted: Nov 15, 2016 10:27 AM          Msg. 1 of 6
returns data:
HIT,AUDJPY.FXCM,3600,20161005 155500,20161006 155700,,,,1

does not return data:
HIT,AUDJPY.FXCM,1,20161005 155500,20161006 155700,,,,1

why?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 15, 2016 10:31 AM          Msg. 2 of 6
This is because 1 second data is based upon tick data, tick data is limited to 8 days during market hours. Where as 3600 seconds can be inferred from minute data which does not have this restriction.

Tim

zane
-Interested User-
Posts: 18
Joined: Aug 28, 2016
Posted: Nov 15, 2016 10:43 AM          Msg. 3 of 6
Ah, I wasn't aware of that time limit, for some reason I thought per/second data was available for the past half-year.

Thanks!

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 15, 2016 10:46 AM          Msg. 4 of 6
It is, but just not during market hours, try after 3:30 CST and you should be fine.

Tim

zane
-Interested User-
Posts: 18
Joined: Aug 28, 2016
Posted: Nov 15, 2016 10:53 AM          Msg. 5 of 6
Thanks Tim,

BTW, I see volume numbers in the HIT data. Are they meaningful and if so what is the meaning?

Zane

PS. IqFeed is awesome, thanks to all!

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Nov 15, 2016 11:01 AM          Msg. 6 of 6
In regards to minute data, it represents the sum of all last qualified and form T trades for the period given. Other trades are omitted from this number.

Tim
 

 

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