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»Forums Index »IQFeed Developer »IQFeed Developer Support »Is it possible to get daily historical data including current day?
Author Topic: Is it possible to get daily historical data including current day? (2 messages, Page 1 of 1)

khandrey
-Interested User-
Posts: 1
Joined: Feb 3, 2022


Posted: Feb 3, 2022 08:56 PM          Msg. 1 of 2
Hello.

I'm requesting historical daily data on Wednesday, 2023/02/02 using command like:

HDT,AA,20220131,20230202,15000,1,TEST,25000

If today is 2023/02/02 I will get data only for 2023/01/31 and 2023/02/01.

Is it possible to get data for current day 2023/02/02 (if trading starts) with OHLC data on requesting time like we get it in HIT request?

DTN_Gary_Stephen
-DTN Guru-
Posts: 265
Joined: Jul 3, 2019


Posted: Feb 4, 2022 08:49 AM          Msg. 2 of 2
Yes. In fact, daily historical requests include partial days' data by default in protocol 6.1 and later.

You don't say what time it was on 2023/02/02 when you made this request. But daily history prices only take into consideration last-qualified trades. (Daily volume includes all tradeds.) On top of that, data is assigned to days in terms of what trading day they are considered to belong to, which may not be the calendar day on which the trade happened. For example, pre-trading on Sunday night is considered a part of Monday's business. So any volume that accumulates during that time will be considered part of Monday. (This is called "Day Code" in the historical tick data.)

So your command will actually return partial data for today. I think the problem in your case was that "today" hadn't started yet. The markets officially opened about 10 minutes ago, and if I send your command now, I get this:

HDT,AA,20220131,20230204,15000,1,TEST,25000
TEST,LH,2022-01-31,57.0200,55.0200,56.9400,56.7100,7206053,0,
TEST,LH,2022-02-01,58.4400,56.7300,57.9900,58.1700,5939348,0,
TEST,LH,2022-02-02,59.5850,57.2500,58.1900,59.2100,5613758,0,
TEST,LH,2022-02-03,63.3600,58.3300,58.9000,62.7400,8076610,0,
TEST,LH,2022-02-04,64.0699,61.8800,62.2600,63.8890,645149,0,
TEST,!ENDMSG!,

Today is 02-04, and you can see the partial daily datapoint for the day that just started a few minutes ago.

It is also possible to omit partial daily data points, by putting a 0 in the IncludePartialDatapoint parameter:

HDT,AA,20220131,20230204,15000,1,TEST,25000,0
TEST,LH,2022-01-31,57.0200,55.0200,56.9400,56.7100,7206053,0,
TEST,LH,2022-02-01,58.4400,56.7300,57.9900,58.1700,5939348,0,
TEST,LH,2022-02-02,59.5850,57.2500,58.1900,59.2100,5613758,0,
TEST,LH,2022-02-03,63.3600,58.3300,58.9000,62.7400,8076610,0,
TEST,!ENDMSG!,

And no partial bar for today is created.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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