Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Questions on end-of-day data (EDS, HDT)
Author Topic: Questions on end-of-day data (EDS, HDT) (2 messages, Page 1 of 1)

jayqwi
-Interested User-
Posts: 6
Joined: Jul 10, 2020


Posted: Nov 22, 2020 01:21 PM          Msg. 1 of 2
Hi,

1. I wish to download end-of-day data for all NASDAQ and NYSE symbols from 2010. The HDT command seems to be the solution, but the problem is that it requires me to specify symbols, and I do not know what symbols existed at that time. How do I get a list of all symbols that existed in 2010? Or is there another way to obtain this data without knowing all the symbols beforehand?

2. It seems the EDS command allows you to just specify a date, and it returns a list of EOD data for all symbols that were available at that date. Is this correct?

3. As of today (11/22/2020) the EDS command only works from me starting 2018-05-21 and onward, and any date before that gives me a "No file available" message. What is the date range supported by EDS?

4. It seems the prices returned by HDT are split-adjusted. Is this guaranteed? Also, are the volumes also split-adjusted?

5. On the other hand, it seems the data returned by EDS are _not_ split-adjusted. Is this correct?

Thanks.

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Nov 23, 2020 04:22 PM          Msg. 2 of 2
1. Not as far back as 2010. As you discovered, the EDS/FDS/5MS commands can return a complete list back to about May 21 2018, when those commands were first introduced. That also answers your question #3.

2. Yes, but keep in mind that you must specify both an exchange group and a security type. Only symbols that match both of those (e.g. equities on NASFAQ) will be returned.

3. See #1.

4. Daily history command (HD_) are adjusted for past splits. Interval (time) and tick history commands are not adjusted for past splits.

5. Data in EDS records is not split-adjusted.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Thu May 2, 2024 4:51 AM CFBB v1.2.0 13 ms.
© AderSoftware 2002-2003