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»Forums Index »Product Support »DTN.IQ Client Software Support »Getting daily adjusted equities data with HIT
Author Topic: Getting daily adjusted equities data with HIT (4 messages, Page 1 of 1)

TradingGangster
-Interested User-
Posts: 2
Joined: Apr 19, 2018


Posted: Apr 19, 2018 09:11 PM          Msg. 1 of 4
When building messages to pull data using python, if I build a message to get daily data:

message = "HIT,%s,23400,%s 075000,,,093000,160000,1\n" % (sym, start_date)

Where 23400 (6.5. hours * 60 minutes * 60 seconds) is what I'm assuming is a daily bar. It returns a daily bar time stamped at 16:00 but it's not back adjusted for splits. I know minute data is not split adjusted, but when I spoke with tech support they informed me daily data was split. I've also seen that mentioned in many posts here in the forum. So I'm missing something.

Is there a different time value or something else that needs to be used in the message to pull split adjusted daily data?

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


Posted: Apr 20, 2018 12:55 AM          Msg. 2 of 4
Hello,

There are daily requests that can be made that are documented at the link below that will meet your requirement without having to do any time filtering. But, intraday requests are always based on the unadjusted data.

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

Just make sure you are logged in to the developer site when you click the link or you will not get the anticipated page.

Tim

TradingGangster
-Interested User-
Posts: 2
Joined: Apr 19, 2018


Posted: Apr 20, 2018 08:37 AM          Msg. 3 of 4
Thanks for the reply Tim.

Can you share how to do this without me having to spend $360 to be a developer?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 20, 2018 10:44 AM          Msg. 4 of 4
In order to fully utilize the IQFeed API, you will need to add the API subscription. This provides you with full documentation, direct support as well as access to pre-release software to ensure any changes we make with future updates won't leave you (or your trading) in the dark. If you have any questions, please don't hesitate to reach out to our sales group and they would be happy to get you setup. Please also note that the fee for the API service changed to $384/year effective January 2018.

Jay Froscheiser
Vice President, Active Trader Products
 

 

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