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 cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"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
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"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
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
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 »NEW IQFEED FORUMS »Data Questions »Missing OHLC for an SPX option via API call
Author Topic: Missing OHLC for an SPX option via API call (2 messages, Page 1 of 1)

q1_uk
-Interested User-
Posts: 1
Joined: Feb 12, 2021


Posted: Feb 12, 2021 09:01 AM          Msg. 1 of 2
Hi,

On doing an HDX API request like the following (and only this ticker so far, all other tickers I have checked are OK) there are missing dates. It appears as if data is maybe only returned for a day if the ticker has volume for that day?

HDX,SPXW2131X3700,10,0,H_0000000000,10,1

returns:

[
['H_0000000000', '2021-02-09', '260.30', '260.30', '260.30', '260.30', '200', '773', '],
['H_0000000000', '2021-02-05', '273.95', '273.95', '273.95', '273.95', '1', '573', '],
['H_0000000000', '2021-02-01', '324.48', '324.23', '324.48', '324.23', '2', '574', '],
['H_0000000000', '2021-01-28', '309.37', '308.78', '308.78', '309.37', '2', '574', '],
['H_0000000000', '2021-01-26', '278.80', '278.80', '278.80', '278.80', '4', '574', '],
['H_0000000000', '2021-01-20', '275.00', '273.20', '275.00', '273.20', '350', '574', '],
['H_0000000000', '2021-01-12', '291.17', '291.17', '291.17', '291.17', '5', '227', '],
['H_0000000000', '2021-01-08', '280.11', '280.11', '280.11', '280.11', '1', '232', '],
['H_0000000000', '2021-01-05', '337.49', '318.21', '337.49', '320.43', '3', '231', '],
['H_0000000000', '2021-01-04', '343.93', '343.93', '343.93', '343.93', '5', '230', ']
]

Am I doing something wrong here or it supposed to work like this?

Thx!

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Feb 22, 2021 07:30 AM          Msg. 2 of 2
Yes, it's supposed to work like that. In general, historical requests will only return data for time periods in which trades exist. This is also true of the HID, HIX and HTT commands.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Thu April 25, 2024 12:45 AM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003