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»DTN.IQ Client Software Support
» Results format for historical tick data request
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| Author | Topic: Results format for historical tick data request (3 messages, Page 1 of 1) |
 illuminatus7 -Interested User- Posts: 34 Joined: Jan 27, 2011 
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Posted: Oct 21, 2017 02:05 PM
Msg. 1 of 3
Hi,
I'm trying to pull historical tick data for US equities (using the HTT request) and I noticed that your documentation shows somewhat different results than what I get. I'm using version 5.6.2.0. My request: HTT,SPY,20171002 083000,20171002 170000,,,,,1,0,1 What I get: 0,2017-10-02 16:01:23,252.2800,535,46479775,252.2800,252.2900,272419,0,0,E, Your docs (specifically result format section): http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm Differences: * I only get second precision for the time, not microsecond as indicated in the docs. * The Trade Market Center field is always empty * There's no Trade Condition number at the end. How do I get the data in the format specified in the docs? Help appreciated. |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Oct 23, 2017 08:42 AM
Msg. 2 of 3
Good morning,
The feed defaults to protocol 4.9 for compatibility reasons and I think you are still using that default. If you just set your protocol to 5.2, for each connection, I think things will match up for you. This page discusses how to do this. http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm Tim |
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illuminatus7 -Interested User- Posts: 34 Joined: Jan 27, 2011
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Posted: Oct 23, 2017 07:23 PM
Msg. 3 of 3
Thanks. Works fine after I set the protocol.
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