AlexK
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Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 10, 2017 12:45 PM
Msg. 1 of 6
I am using the HIT API , with 60 second interval, to go back historically, to determine which of two values were hit first.
I set the begin time to 00.00.00 thinking this is the earliest setting for getting data for given date. I noticed that the interval data changes, slightly, when the market is closed.
My question is, how can I determine the trading hours for a commodity, say Gold, so I can examine the interval data that is related to trades during normal hours.
Thanks
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 10, 2017 01:12 PM
Msg. 2 of 6
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AlexK
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Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 10, 2017 01:28 PM
Msg. 3 of 6
ok, thanks.
So If I setup configuration info on my end to determine what to look at, "what time zone" is returned with your data for the HIT api, so I can account for that.
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AlexK
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Posts: 12
Joined: Oct 2, 2017
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Posted: Oct 10, 2017 01:41 PM
Msg. 4 of 6
Also one more thing.
So for example Gold {Market break from 5-6-pm}
For example, a days data runs from. 10/09/17 6pm to 10/10/17 5:pm
What Time Stamp is on HIT Interval data for the entry at 10/09/17 8:pm vs the Time Stamp on the HIT data for the entry at 10/10/17 2:00 am ?
the first one occurs first sequentially, but I fear it may have a "timestamp" that would make it appear a "greater" value
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 11, 2017 05:44 AM
Msg. 5 of 6
Everything is reported in Eastern time for IQFeed.
Tim
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 11, 2017 05:47 AM
Msg. 6 of 6
HIT is an interval request so it will always use whatever the current day is. HIT does not have an understanding of what makes up a daily bar. So 20171009 200000 for the first and 20171010 020000 for the latter.
Tim
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