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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »HIT: Missing data or data compression?

Author	Topic: HIT: Missing data or data compression? (4 messages, Page 1 of 1)
shanezilla -Interested User- Posts: 3 Joined: Jun 11, 2020	Posted: Jul 16, 2020 04:36 PM Msg. 1 of 4 I have been using the HIT command to retrieve historical 1-min (60 second) data and I have come across a scenario where the time sequence skips. Specifically, for the ESH10 contract the retrieved 1-min data skips from ESH10 "2010-01-03 17:46:00" to "2010-01-03 17:48:00". Bypassing "2010-01-03 17:47:00". Is this missing data? Or is this a data compression technique of some sort? Missing bar = previous bar? Thanks, Shane
altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jul 16, 2020 04:52 PM Msg. 2 of 4 Interval bars during which no trading occurred are not reported. For this reason you often see many such gaps in non-trading hours, but sometimes also during the trading day. Naturally, the wider that your requested interval bar size is, the less likely this is to happen. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion
shanezilla -Interested User- Posts: 3 Joined: Jun 11, 2020	Posted: Jul 16, 2020 04:56 PM Msg. 3 of 4 Ok, I see. So for these periods price has not changed and volume is zero. Thanks, Shane
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Jul 17, 2020 08:08 AM Msg. 4 of 4 Yes, this is standard behavior of the API. If no data exists for a specified time period, the API will omit it from the response. There were no transactions for this symbol in the minute of 2010-01-03 17:47:00, so no record is created. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist