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)




"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"It’s so nice to be working with real professionals!" - Comment from Len
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Historical API Issue
Author Topic: Historical API Issue (7 messages, Page 1 of 1)

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 2, 2017 08:32 AM          Msg. 1 of 7
Hello,

We're seeing a fairly significant issue with the HDT Historical API. Problem:

When we take Lead Hog (as an example), and run the API daily, we get a certain set of prices each day. In this example, on 7-24-17, Lean Hog is at price point $80.725 when we call the API each day in July. If we we wait and run the same HDT Historical API on say, October 1st, for the same day and commodity, we get a price of $66.975.

So, the same API yields different data, depending on when it's called. This is a huge problem for us and am wondering if there's a different API we should be calling historically, or if you see the same issue?

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Oct 2, 2017 08:49 AM          Msg. 2 of 7
Good morning,

I believe this is related to the post below. If you look at the underlying contracts you will find the data has not changed. It is just on the continuous contracts where this will be seen, as the contracts being reported for certain dates will have changed completely.

Also, in case this is relevant, if you are using the @HE#C symbologies, those prices see adjustments at every contract expiration. If you want the prices to be unadjusted, be sure to just use @HE# instead.

Tim

http://forums.dtn.com/index.cfm?page=topic&topicID=4377

"Based on customer feedback, effective this evening we will be changing the roll users for @LE (Live Cattle), @HE (Lean Hogs) and @LB (Lumber) contracts to roll 2 weeks prior to expiration. This will provide continuation chart data that will more closely follow volume/OI on these contracts."

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 2, 2017 09:10 AM          Msg. 3 of 7
We are using @xx#, NOT the adjusted continuous, and we are getting these different results based on WHEN the same API is run

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 2, 2017 09:14 AM          Msg. 4 of 7
Thank you for the quick response.

We are not using #C, ever. We are always using the unadjusted # on our API calls. In the example I gave you for July, we get different data back depending on whether we call the API on a daily basis through July vs calling the API to provide that July data later on (August, Sept, Oct, whatever).

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Oct 2, 2017 09:39 AM          Msg. 5 of 7
@HEQ17 has the open of 80.725 that you mentioned.

But, when we changed the roll dates on our end which govern the continuous contracts, it changed the emphasis from @HEQ17 to @HEV17

And if were to look, you would find that @HEV17 shows the open you mentioned at 66.975 for the date 7-24-2017.

It was the change of the roll dates that would have caused this. If you wanted to have a rolling contract that would not be subject to this type of change (albiet these changes are rare) you would have to build your continuous contracts from the underlying daily data.

Tim

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 2, 2017 12:14 PM          Msg. 6 of 7
Thank you, again. So just to confirm: can you provide that continuous contract data in an API call historically or would I have to build that out myself in some manner?

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Oct 2, 2017 12:21 PM          Msg. 7 of 7
If you want it to look like it was before, then yes, you would have to create that yourself. Though in my opinion, the data before was not using the most active contract, it was simply based on expiration. Therefore, I feel, that the new data is a better indication of where the market was comparatively to where we had it previously.

Tim
 

 

Time: Sun June 24, 2018 3:09 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003