||Jan 7, 2018 10:21 PM
||Sep 11, 2018 12:55 PM
||Sep 12, 2018 03:15 PM
Life is all smiles
bigjake has contributed to 10 posts out of 19076 total posts
(0.05%) in 499 days (0.02 posts per day).
20 Most recent posts:
I've developed my own C# iqfeed client that I am considering productizing.
Yes I believe it was a socket error, but I'll run a quick test to verify.
Yeah I am storing it locally. I'll just have to do bulk downloads off hours.
One question though. Is there a way to change the timeout value for history requests? I cannot pull more than about three days worth of tick data before the connection closes. I suspect its timing related.
That's going to make backtesting/simulation difficult.
May I ask why this limitation exists? Also what defines trading hours? I'm working with futures and they trade around the clock.
Also is this noted in the documentation somewhere? I don't recall seeing it mentioned.
I was afraid you would say that :(
Calculating the end time is going to be tricky.
Can you guys clarify the documentation to indicate this isn't possible?
I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work.
Here is my request and responses - I am specifying the begin date/time only:
I am specifying only a begin time and bar count. What I expect in return is:
I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time.
My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00)
What am I doing wrong?
Edited by bigjake on Aug 30, 2018 at 03:45 PM
Isn't this information available with HDT/HDX lookup requests?
I tried request per socket again and it works fine. Not sure what I was doing different before.
Is it possible to make multiple history lookup requests at the same time? I can issue two requests, but the second one isn't processed until after the first. I've tried with multiple socket connections and no difference.