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IQFeed Developer Support » historical data resolution Sep 1, 2015 06:59 PM (Total replies: 3)

OK thanks for the reply Tim. All helpful points. I'm trying to match up your tick data now with the aggregated per second data I got with the HIT query. I am now just trying to get tick data from this past trading session like so:

HTX,SPY,46800

My Java client just hangs reading from the socket. Any ideas on what's happening or what I may be doing wrong?

Thanks!

IQFeed Developer Support » historical data resolution Aug 31, 2015 06:29 PM (Total replies: 3)

Hello.

I am using the following HIX API command to request historical data:

HIX,SPY,1,1404000,0

I was attempting to request 1 second data for approximately the last 60 days. I set max data points (1404000) by multiplying the number of seconds in a trading day (23400) by 60. I did get 1404000 data points, however the time between data points varied from 2 seconds all the way up to over 15 seconds. However, if I lower my number of days back to about 20 (468000 data points), I get just one second between every data point.

I have a couple questions:

- how can I restrict my request to return only data points inside primary market hours (9:30 - 4PM ET)?
- I thought I could get 1 second resolution going back 180 calendar days. Do I need to use some other API call or modify the one I am currently using?

Thanks!

IQFeed Developer Support » historical futures data Aug 29, 2015 05:03 PM (Total replies: 1)

Hello.

I saw in past release notes that you guys support historical futures data. However, when I look at the Java sample code and the API docs, I don't see clearly where I can submit queries for historical data. Do you guys support this and if so what API call(s) do I need to make in order to query this data?

Thanks!


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