Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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: 1093
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
 

 

Time: Wed December 13, 2017 4:23 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003