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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »HTT: BeginTime and EndTime precision

Author	Topic: HTT: BeginTime and EndTime precision (2 messages, Page 1 of 1)
shanezilla -Interested User- Posts: 3 Joined: Jun 11, 2020	Posted: Jun 11, 2020 05:46 PM Msg. 1 of 2 The v6.1 API docs for HTT indicate the format for [BeginDate BeginTime] and [EndDate EndTime] is CCYYMMDD HHmmSS. Are seconds the highest level of precision available for this request? Data for this request is returned to the microsecond level of precision. Is it possible to request data to the nearest microsecond? If not then any suggestions on a good strategy for eliminating the inevitable duplicate data across multiple requests? Thanks, Shane
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Jun 11, 2020 06:37 PM Msg. 2 of 2 Shane, The start/end time in an HTT command must be in the format CCMMYYDD HHmmSS. So you can't search more precisely than a second. The results of HTT searches will include fractions of a second that start with the end time. In other words: HTT,AAPL,20200611 100000, 20200611 101000 Will include times that start with 101000: HTT,AAPL,100000 20200611,100000 20200611 101000 2020-06-11 10:01:00.992868,349.4945,230,7475759,349.4600,349.5100,20424,C,19,01,0,11, 2020-06-11 10:01:00.978873,349.4850,25,7475529,349.4600,349.5100,10396,O,24,87,0,11, 2020-06-11 10:01:00.903720,349.4998,2,7475504,349.4600,349.5100,10395,O,24,87,0,11, ...etc... 2020-06-11 10:01:00.227203,349.4600,100,7473519,349.4600,349.5000,20419,C,19,01,0,11, 2020-06-11 10:01:00.221115,349.4800,100,7473419,349.4600,349.5000,8256,C,18,01,0,11, 2020-06-11 10:00:59.918933,349.4850,100,7473319,349.4600,349.5100,10390,C,24,01,0,11, 2020-06-11 10:00:59.756595,349.5100,600,7473219,349.4700,349.5100,207,C,164,01,0,11, ..etc... 2020-06-11 10:00:00.078536,349.0700,100,7353962,349.0700,349.1000,26296,C,5,01,0,11, 2020-06-11 10:00:00.006590,348.8383,213,7353862,349.0300,349.0700,20027,O,19,3E05,0,11, !ENDMSG!, In other words, an HTT request ending at 20200611 101200 technically ends at 20200611 102000.999999. One other item to note: timestamp precision varies by exchange. Depending on the symbols you're requesting, they may not all go to milliseconds, in which case the same general principles apply. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist