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»Forums Index »IQFeed Developer »IQFeed Developer Support »All ticks Historical data requests seldom work
Author Topic: All ticks Historical data requests seldom work (10 messages, Page 1 of 1)

fatdan
-Interested User-
Posts: 1
Joined: Jan 5, 2018


Posted: Jan 5, 2018 05:16 PM          Msg. 1 of 10
Hi Guys,

I am finding it very difficult to reliably pull historical data.
I am using my own integration, however the exact same behaviour is exhibited in your sample apps also.

If I request 500 (or less) ticks of data, it works 100% of the time.
If I request 0 tick of data (all), it almost never works (worked for about a 2 hour period - twice)
If I request 1000 ticks, it is the same as requesting 0 (all) ticks. In behaviour that is.

I am changing the default sort order of the data.
I am using the symbol as the RequestID

So an example request would be:

HTX,QCLG18,0,1,QCLG18

I have also tried days (10)
HTD,QCLG18,10,,,,1,QCLG18

Right at the start I was almost always receiving some data, often very delayed between chunks (30 seconds to several minutes)

Now, I don't even get a response from the servers. No data - as if the request was never sent/processed.


When it works (it has not for 2 days now) the data screams down say (1-3 MB per second)

Over the last few days I have mainly tried to pull tick data for QCLG18 so you should be able to see the request hopefully :)

Cheers

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: Jan 5, 2018 10:50 PM          Msg. 2 of 10
Good evening,

I was looking for your account and could not track it down, could you send that over to the developer support email address please. Or, you can just submit one via this link.

Thanks,
Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: Jan 6, 2018 10:02 AM          Msg. 3 of 10
Just realized I didn't get the link pasted in before, here it is.

-deleted-

Tim
Edited by DTN_Steve_S on Jan 7, 2018 at 08:40 PM

ericd
-Interested User-
Posts: 2
Joined: Oct 20, 2010


Posted: Jan 7, 2018 09:13 PM          Msg. 4 of 10
Sorry this isn't much help but I have a custom solution as well that seems to pull in data just fine. I don't have access to QCLG18 though so it may be related to the symbol. Have you tried WireShark and looked at the packets? Do any other symbols work? Could it be a firewall issue?

Cheers,
Eric

DTN_Stephen
-DTN Evangelist-
Posts: 128
Joined: Aug 22, 2014


Posted: Jan 8, 2018 06:29 AM          Msg. 5 of 10
Please keep in mind you will need to have Delayed or Real Time NYMEX on your IQ account to be able to see data on Crude Oil contracts.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

aallre
-Interested User-
Posts: 2
Joined: Apr 13, 2015


Posted: Jan 8, 2018 02:00 PM          Msg. 6 of 10
I am also having trouble acquiring any quotes - either outright failed message or an attempting to update message with no change.

My configuration is out of the box IQ Feed using Capflow32.
It has worked for literally years without fail
My subscription is for delayed quotes for equities and futures.

How to begin to resolve?

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: Jan 8, 2018 02:06 PM          Msg. 7 of 10
Do you have an example of the requests you are making and the failed message you received?

Tim

andrewm
-Interested User-
Posts: 10
Joined: Feb 23, 2015


Posted: Jan 20, 2018 08:43 PM          Msg. 8 of 10
It would be great if users could pull down historical tick data in ZIP files instead so we have a CRC check to confirm we got everything. Transfer could be simpler and faster. I might groups ticks by first letter of the symbol, listing exchange and trade date. So if you want AAPL today you'd just request A-NASDAQ-2018-01-20.zip.

BlackSheep
-Interested User-
Posts: 17
Joined: Sep 22, 2016


Posted: Feb 25, 2018 09:19 AM          Msg. 9 of 10
Did you ever figure this out?

I am having a similar problem. I am unable to request HTT data from before October 2017. Data after then works fine.
Edited by BlackSheep on Feb 25, 2018 at 07:57 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1198
Joined: Apr 25, 2006


Posted: Feb 25, 2018 01:27 PM          Msg. 10 of 10
Good morning,

IQFeed only maintains 6 months of tick data, so that would be normal.

Pulling history via a file download is not a part of the IQFeed offering currently. We have entered your request and I know product watches these closely to determine our roadmap, but at this time, I don't believe there has been enough interest in this for it to supersede the current plans remaining for this year.

For extended tick history or a file based delivery, we do have other options that might work for you. If you call in on Monday and ask for Jerry Chandler, I believe he can get you all of the relevant details.

Tim
 

 

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