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arth_trader has contributed to 5 posts out of 21251 total posts
(0.02%) in 4,100 days (0.00 posts per day).
20 Most recent posts:
I was trying to get historical tick data for GC (Gold future). I noticed that a settle trade (basis for last='S') with an older time stamp came after a trade with basis for last='C'. I was getting historical tick data with oldest to newest order. Is this natural or an error? It was messing up my historical tick database. The time stamp in question was 2016-02-08 14:14:59.
Thanks.
What is the definition of trading hours for historical tick data availability ( 8 days vs 180 days) for futures? For example for LE (Live Cattle) is the time window for getting 180 days tick data outside of the LE trading hours (8:30am CT - 1:05pm CT) or the standard NYSE trading hours?
I was trying to write a function to retrieve the earliest date tick data is available for a symbol. I am sending a HTT request with begin date as a very old date ( 20000101 000000), end date as blank, data direction as oldest to newest and maxdatapoints as 1. Its only returning the latest tick.
But if I supply only the end date with trial and error it does return the oldest date. Is there any other simple way?
Thanks.
Thanks Tim.
I am trying to get historical tick data using the Java API (IQFeed version 5.2.1). Here is the code snippet:
String command = "HTX,IBM,5,,testid,\r\n\n"; // String line; C_LookupIQFeed_Socket.brBufferedWriter.write(command); C_LookupIQFeed_Socket.brBufferedWriter.flush();
while ((line = C_LookupIQFeed_Socket.brBufferedReader.readLine()) != null) { logger.debug("HistoryRecord={}", line); }
It prints the output till the last record ("!ENDMSG!,"), but hangs at the readLine() thereafter i.e. the readLine() is never returning null after the last record. I have tested this on the samples provided, same thing happens. Any idea? Is it possible that the server is not sending a new line after the last message. Is there any other way to handle this?
Thanks.
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