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»Forums Index »IQFeed Developer »IQFeed Developer Support »bar data questions
Author Topic: bar data questions (3 messages, Page 1 of 1)

yzhao
-Interested User-
Posts: 2
Joined: Jun 15, 2017


Posted: Jun 15, 2017 04:16 PM          Msg. 1 of 3
Two question on the 5 min bar data retrieved from IQFeed:
1) are they the "Last Trade" price? There is another thread that indicates it is not midpoint. Is there a way to get MidPoint 5 min bar price?

2) when comparing with the same 5 min bars from Interactive Brokers, we notice the bars are consistently off by one: e.g. the 9:35 AM IQFeed price matches 9:30AM IB price.
Does IQFeed provide begin-of-the-bar price?

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1027
Joined: Apr 25, 2006


Posted: Jun 16, 2017 08:06 AM          Msg. 2 of 3
Good morning,

Unfortunately, the answer to both questions would be no. You would have to build the mid from the high + low/2 to get a mid and then adjust the timestamps by subtracting the interval to have them be begin times.

Sorry, I could not be of more help,

Tim

yzhao
-Interested User-
Posts: 2
Joined: Jun 15, 2017


Posted: Jun 16, 2017 09:01 AM          Msg. 3 of 3
Thank you Tim
 

 

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