Hi,

I am attempting to configure my API code to pull Futures Market data daily and process. I am using python to connect and insert data into a Postgres table. The problem I am having is that when the data (minute bars) is pulled using this code, the timestamp is formatted as a large number (maybe integer) that appears to be a count of microseconds. This is strange because when I hand pulled the same data from IQfeed and downloaded a csv file the timestamp was formatted correctly with yy/mm/dd/hh/min/sec. Do you have any clues for me to get this format passed correctly in to a Postgres table? Coding is not my greatest strength so any help would be appreciated.

Thanks Mike

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Mike

Mike,

Exactly what command are you sending to the API? No "minute bars" command should be giving you milliseconds, whether it's a history command like HIT, or a BW derivative data command. A tick request could, though, depending upon protocol. Are you specifying a protocol? If so, which one? Let me know the answers to these two questions., and I can give a more specific answer.

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Thanks for the reply. Reading the API documentation says that there are three requests, namely "t" for tick "s" for second and maybe "D?" This led me to believe that the appropriate minute bar request is a 60 second request. This is the code....

get_historical_bar_data(symbol=val[0],
bar_len=60,
bar_unit='s',
num_bars=100)

I am not sure how to answer your "protocol," question. I am working with python and postgres to pull and process the data.

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Mike

Mike,

First of all, let's talk about the protocol, because that's important to understand. When connecting to the API, you send an S,SET PROTOCOL command to indicate which version of the syntax you want to use. It's a backwards compatibility feature; whenever DTN upgrades the API, it does so in a new protocol number, so existing code may continue to specify the old protocol until they have fully upgraded to it. The most recent protocol is 6.1, so this is the version you should be requesting, by sending S,SET PROTOCOL 6.1 when you initially connect. See http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm for more details.

There are three interval history commands:

HIX - requests a number of intervals
HID - requests all intervals over a range of days
HIT - requests all intervals over a specified date-time range

Based on the presence of num_bars=100, I suspect it is an HIX request. What actually gets sent to the API is:

HIX,[Symbol],60,100

Which return data in the following format:

2020-05-05 15:11:00,300.9800,300.8000,300.8200,300.9100,27132732,35293,0,
2020-05-05 15:10:00,300.9200,300.7600,300.9050,300.8100,27089316,41483,0,
2020-05-05 15:09:00,300.9600,300.8800,300.9122,300.9047,27038363,37991,0,

Getting back to your original question: the date/time already appears to be in the date format Postgres takes. I'm not familiar with Postgres but you may need to convert it to timestamp form to store it:

https://www.postgresqltutorial.com/postgresql-to_timestamp/

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist