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»Forums Index »IQFeed Developer »IQFeed Developer Support »Not getting historical Tick data
Author Topic: Not getting historical Tick data (3 messages, Page 1 of 1)

tester1
-Interested User-
Posts: 2
Joined: Mar 28, 2018


Posted: Apr 3, 2018 12:29 PM          Msg. 1 of 3
Hi I am new to IQfeed and DTN. I am using the Developer license. I am generally interested getting historical data for testing purposes. I am using Python on Windows 8.1. I found a small script on the forum that I adapted to download 1 min data and it works just fine. I have just downloaded a stocks in the S&P500. However I am struggling with tick data downloads. I have tried HTT and HTX but no joy at all.

I have failed to get anything from the example scripts as well.

The edited script that I am using is below. I would appreciate any guidance on this as well as anything relate to python that I need or I may be missing. For Python 2.7 I am using Anaconda (64 bit)

*************************************************************************

import sys
import socket
import string

startdate= '20180101 093000'
enddate = '20180326 160000'

def readHisSock(sock, recv_buffer = 4096):
buffer = ""
data = ""
while 1:
data = sock.recv(recv_buffer)
buffer += data
if "!ENDMSG!" in buffer: break
return buffer[:-12] #removes endmsg line

host = "127.0.0.1" #localhost
syms = ['GE', 'AAPL']
dir = "C:\Users\My Documents\LiClipse Workspace\IQfeed_data_download"

port = 9100 #history socket

for sym in syms:
f = open(sym + ".csv", "w")
message = "HTT," + sym + "20180101 093000, 20180326 160000,,093000,160000,,,,1\n"
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
s.connect((host, port))
s.sendall(message)
d = readHisSock(s) #d is a string
s.close

d = "".join(d.split("\r")) #server sends multiple endlines
d = d.replace(",\n","\n")[:-1] #server has comma delimiter at end of each record

f.write(d)
f.close()



Edited by tester1 on Apr 3, 2018 at 12:29 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Apr 3, 2018 03:02 PM          Msg. 2 of 3
Hello,

I sent you an email with some issues I noticed on the request itself that you can look at. Enabling logging in the diagnostics app and comparing what you think you are sending to what we are actually receiving would be a good way to catch some of these.

This page defines the HTT request and its results.

http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Let us know if the issues persist.

Tim

tester1
-Interested User-
Posts: 2
Joined: Mar 28, 2018


Posted: Apr 4, 2018 06:58 PM          Msg. 3 of 3
Thanks I will check it out.
 

 

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