AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 5, 2017 09:03 AM
Msg. 1 of 5
Hello,
I'm using the HIT API (historical IntraDay data), and it doesn't seem to have much more than a few days of data for Futures contracts.
Am I doing something wrong? Is this the correct API for historical, intra-day data? Example:
sout.write("HIT," + symbol + ",1," + "20170101 075000," + ",,,093000,160000," + "1\r\n");
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 5, 2017 09:06 AM
Msg. 2 of 5
Good morning,
You are doing a one second request which is based off of tick data. During market hours, tick data is limited to 8 calendar days. If you change your interval to 60, or any whole minute interval, then you can access the full history.
Tim
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AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 5, 2017 11:06 AM
Msg. 3 of 5
Thanks, this makes sense. So my last question on this topic:
If I change my interval to 60 seconds , the data that is returned will be for each second of data within those 60 seconds? Or will it be some average over the 60 seconds?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 5, 2017 11:08 AM
Msg. 4 of 5
It will be the OHLC composite of every Regular and Extended trade for the related minute.
Tim
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AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 5, 2017 11:11 AM
Msg. 5 of 5
Thanks again for your quick responses...I've got it now.
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