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)




"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"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
"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
"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
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"Excellent datafeed !!!" - Comment from Arely
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Issue with HIT lookup message
Author Topic: Issue with HIT lookup message (4 messages, Page 1 of 1)

bigjake
-Interested User-
Posts: 11
Joined: Jan 7, 2018

Life is all smiles


Posted: Aug 30, 2018 03:44 PM          Msg. 1 of 4
I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work.

Here is my request and responses - I am specifying the begin date/time only:


HIT,@ES#,300,20180827 000000,,10,,,0,#HIT1,,s,1

#HIT1,2018-08-30 15:35:00,2901.75,2898.50,2901.25,2900.75,1134975,14970,0,
#HIT1,2018-08-30 15:40:00,2901.50,2899.00,2900.50,2900.00,1146389,11413,0,
#HIT1,2018-08-30 15:45:00,2902.00,2899.50,2899.75,2899.75,1160030,13637,0,
#HIT1,2018-08-30 15:50:00,2901.75,2899.00,2900.00,2901.25,1177734,17702,0,
#HIT1,2018-08-30 15:55:00,2903.00,2900.50,2901.25,2901.50,1249617,71528,0,
#HIT1,2018-08-30 16:00:00,2903.50,2901.50,2901.50,2902.25,1276968,27351,0,
#HIT1,2018-08-30 16:05:00,2902.50,2902.00,2902.25,2902.25,1280075,3107,0,
#HIT1,2018-08-30 16:10:00,2902.50,2901.50,2902.25,2902.00,1290824,10717,0,
#HIT1,2018-08-30 16:30:00,2902.00,2899.25,2901.75,2899.75,1293344,2517,0,
#HIT1,2018-08-30 16:35:00,2900.50,2899.75,2899.75,2900.00,1293796,452,0,


I am specifying only a begin time and bar count. What I expect in return is:


#HIT1,2018-08-27 00:45:00,2883.50,2883.25,2883.50,2883.50,37031,51,0,
#HIT1,2018-08-27 00:40:00,2883.75,2883.25,2883.50,2883.25,36980,264,0,
#HIT1,2018-08-27 00:35:00,2883.75,2883.50,2883.75,2883.75,36716,42,0,
#HIT1,2018-08-27 00:30:00,2883.75,2883.25,2883.50,2883.75,36674,278,0,
#HIT1,2018-08-27 00:25:00,2883.75,2883.25,2883.50,2883.50,36396,111,0,
#HIT1,2018-08-27 00:20:00,2883.50,2883.00,2883.25,2883.25,36285,93,0,
#HIT1,2018-08-27 00:15:00,2883.25,2883.00,2883.00,2883.00,36192,59,0,
#HIT1,2018-08-27 00:10:00,2883.50,2883.00,2883.50,2883.25,36133,244,0,
#HIT1,2018-08-27 00:05:00,2883.75,2883.25,2883.50,2883.25,35889,291,0,
#HIT1,2018-08-27 00:00:00,2884.00,2883.50,2883.75,2883.75,35598,312,0,


I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time.

My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00)

What am I doing wrong?

Thanks,
-Jake
Edited by bigjake on Aug 30, 2018 at 03:45 PM

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Aug 31, 2018 02:51 PM          Msg. 2 of 4
I don't believe there is another way to do this.

When you don't specify an end date/time, the servers use the time of the request. The servers also always work backwards in time to service the request. As a result, the servers simply find the first X datapoints that meet the criteria of the request and then stop processing data.

You will have to calculate the end time instead.

bigjake
-Interested User-
Posts: 11
Joined: Jan 7, 2018

Life is all smiles


Posted: Aug 31, 2018 03:22 PM          Msg. 3 of 4
I was afraid you would say that :(

Calculating the end time is going to be tricky.

Can you guys clarify the documentation to indicate this isn't possible?

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


Posted: Sep 4, 2018 07:26 AM          Msg. 4 of 4
I'll add it to my board. Maybe I will add a FAQ specific to history that would cover this kind of thing.

Sorry for the inconvenience.

Tim
 

 

Time: Thu April 9, 2020 7:14 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003