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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »Bulk End-Of-Day Data Download
Author Topic: Bulk End-Of-Day Data Download (2 messages, Page 1 of 1)

msearles
-Interested User-
Posts: 16
Joined: May 12, 2004

Software for DTN RealTime Satellite


Posted: May 14, 2004 10:36 AM          Msg. 1 of 2
It would be great to have a facility in IQFeed to allow bulk end-of-day data downloading.

I'd like to be able to download, say all stocks EOD data for the last 5 years -- like an EOD
service may provide. Then the ability to fetch the last N days for all stocks without requiring
a request per stock symbol. The IQFeed server would get a request for ALL stocks EOD data between dates X and Y, build a zip file (compress), and return the file.

This would facilitate populating and maintaining a complete EOD database on the user's machine.

Even after-hours only would be great.

This would be great for our DTN RealTime satellite product TRAX since users want to populate historical EOD data for charting and systems backtesting, but the satellite service doesn't provide historical data, and currently requires another 3rd party EOD data service.

In the case of TRAX, the bulk download would primarily be needed to backfill historical
data, then TRAX would maintain the EOD database with the satellite data each day by executing an end-of-day process to save the satellite received EOD prices and volume.

DTN RealTime with IQFeed could be a great combination.

TRAX: DTN RealTime
Software for DTN RealTime Satellite
http://trax.base16.com

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 14, 2004 10:42 AM          Msg. 2 of 2
Quote: It would be great to have a facility in IQFeed to allow bulk end-of-day data downloading.

I'd like to be able to download, say all stocks EOD data for the last 5 years -- like an EOD
service may provide. Then the ability to fetch the last N days for all stocks without requiring
a request per stock symbol. The IQFeed server would get a request for ALL stocks EOD data between dates X and Y, build a zip file (compress), and return the file.

This would facilitate populating and maintaining a complete EOD database on the user's machine.

Even after-hours only would be great.

This would be great for our DTN RealTime satellite product TRAX since users want to populate historical EOD data for charting and systems backtesting, but the satellite service doesn't provide historical data, and currently requires another 3rd party EOD data service.

In the case of TRAX, the bulk download would primarily be needed to backfill historical
data, then TRAX would maintain the EOD database with the satellite data each day by executing an end-of-day process to save the satellite received EOD prices and volume.

DTN RealTime with IQFeed could be a great combination.

--- Original message by msearles on May 14, 2004 10:36 AM
We offer an EOD data service currently, but it is sold wholesale only out of our FinWin product line. Because it is sold wholesale for redistribution, its price is in the $1000+ price range.

We have considered an EOD service, whereby we would limit logins to after market hours only and allow the download of historical data. This doesn't provide the universe download of historical data in a single file, but would allow users to churn through a symbol list to populate their database.

At this time, due to development resource limitation, it isn't on the short term radar. It is something on our list though and something we hope to get to.

Jay Froscheiser
DTN Market Access, LLC.
 

 

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