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)




"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
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"It’s so nice to be working with real professionals!" - Comment from Len
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"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
"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.
"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
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
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 »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.
 

 

Time: Sat February 16, 2019 1:16 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003