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)




"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"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
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
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: 1181
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: Sun June 24, 2018 4:59 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003