keohir808 has contributed to 5 posts out of 19452 total posts
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For historical data, is there a way to retrieve the high,low,open,close for each trade returned by the HTT command?
For example, when level 1 data is streamed, the Update/Message data contains data such as the high,low,open,close for each trade.
Interests & Tools: Java, Trading, Small Caps, Interactive Brokers.
Edited by keohir808 on Feb 29, 2020 at 07:06 PM
Please disregard. It was an error on my part.
Java, Trading, Small Caps, Interactive Brokers.
Hello, had a question about forming 5 minute bar charts with the BW command. Let's say I send this input:
[Interval] is 300
[BeginDate BeginTime] is 20190920 150000
[EndFilterTime] is 160000
I noticed that the output is:
The data is being sent back in increments of 10 minutes. E.g.
15:10:00, 15:20:00, 15:30:00, 15:40:00, ...
Shouldn't it instead be returning data in increments of 5 minutes since 300 was specified as the interval? E.g.
15:05:00, 15:10:00, 15:15:00, 15:20:00, 15:25:00, ...
Edited by keohir808 on Sep 20, 2019 at 04:50 PM
I thought that possibly, the cause was because I was on trial, but it looks like after I subscribed to data, the most recent trade aggressor field still returns empty.
Edited by keohir808 on Sep 18, 2019 at 09:08 AM
Hello, I noticed that the "most recent trade aggressor" field always seems to be empty.
echo: S,SERVER DISCONNECTED
echo: S,CURRENT PROTOCOL,6.1,
echo: S,CURRENT UPDATE FIELDNAMES,Symbol,Bid,Ask,Spread,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Aggressor
echo: S,SERVER CONNECTED
echo: S,CUST,real_time,18.104.22.168,60004,V7Cm0mvJNxcYEwJ,22.214.171.124,0, TRIAL NYSE NASDAQ-L2 NASDAQ L2_SERV AMEX RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX L2 ,Z3TRL1O122Ab1X2Ag1D2DE2EF1a,500,QT_API,20190918,
Looking at the IQFeed Connection Manager, I see IQFeed Version: 126.96.36.199
I see this field is described as, "Limited exchanges - Provided by the exchange or 3rd party data provider". Could this be the reason? I can't seem to find an exchange or a stock where the "Most Recent Trade Aggressor" field doesn't return empty.
Edited by keohir808 on Sep 16, 2019 at 09:16 PM