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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »VIX.XO 1 minute data
Author Topic: VIX.XO 1 minute data (6 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Jul 14, 2023 02:09 PM          Msg. 1 of 6
I'm finding that my downloaded VIX.XO data sometimes isn't a full day. For example:

2023-05-24 09:33:00 19.89 19.91 19.81 19.81 0.00
2023-05-24 09:34:00 19.73 19.74 19.66 19.66 0.00
2023-05-24 09:35:00 19.65 19.67 19.65 19.67 0.00
2023-05-24 09:36:00 19.70 19.79 19.70 19.79 0.00
2023-05-24 09:37:00 19.79 19.86 19.79 19.82 0.00
2023-05-24 09:38:00 19.81 19.85 19.81 19.83 0.00
2023-05-24 09:39:00 19.85 19.94 19.85 19.94 0.00
2023-05-24 09:40:00 19.94 19.98 19.93 19.98 0.00
2023-05-24 09:41:00 19.99 19.99 19.93 19.94 0.00
2023-05-24 09:42:00 19.92 19.96 19.92 19.93 0.00
...
2023-05-24 14:44:00 20.16 20.21 20.16 20.21 0.00
2023-05-24 14:45:00 20.20 20.20 20.16 20.16 0.00
2023-05-24 14:46:00 20.16 20.18 20.14 20.18 0.00
2023-05-24 14:47:00 20.19 20.22 20.19 20.22 0.00
2023-05-24 14:48:00 20.22 20.25 20.22 20.25 0.00
2023-05-24 14:49:00 20.27 20.27 20.25 20.25 0.00
2023-05-24 14:50:00 20.27 20.27 20.27 20.27 0.00
2023-05-24 14:51:00 20.28 20.28 20.23 20.23 0.00
2023-05-24 14:52:00 20.23 20.28 20.23 20.28 0.00
2023-05-24 14:53:00 20.26 20.26 20.23 20.23 0.00

This day ends at 14:53. Is there a reason for this? The quote data goes until the EOD.
Edited by Craig on Jul 14, 2023 at 02:12 PM

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jul 18, 2023 05:07 PM          Msg. 2 of 6
I'm showing a minute bar for VIX.XO every minute up to 16:16 on that day.

HIT,VIX.XO,60,20230524 000000,20230524 200000
LH,2023-05-24 16:15:00,20.03,20.03,20.03,20.03,0,0,0,
LH,2023-05-24 16:14:00,20.07,20.01,20.07,20.02,0,0,0,
LH,2023-05-24 16:13:00,20.10,20.04,20.10,20.06,0,0,0,
LH,2023-05-24 16:12:00,20.12,20.08,20.10,20.12,0,0,0,
LH,2023-05-24 16:11:00,20.10,20.09,20.09,20.10,0,0,0,
LH,2023-05-24 16:10:00,20.12,20.11,20.11,20.12,0,0,0,
(cut)
LH,2023-05-24 14:52:00,20.28,20.23,20.23,20.28,0,0,0,
LH,2023-05-24 14:51:00,20.28,20.23,20.28,20.23,0,0,0,
LH,2023-05-24 14:50:00,20.27,20.27,20.27,20.27,0,0,0,
(cut)
LH,2023-05-24 03:17:00,18.88,18.84,18.84,18.88,0,0,0,
LH,2023-05-24 03:16:00,18.85,18.81,18.81,18.85,0,0,0,
LH,2023-05-24 03:15:00,18.81,18.80,18.80,18.81,0,0,0,

Are you using the MaxDatapoints parameter in the API request? If so, the API will stop returning records after that number has been sent, even if more records matching your request exist.

It is also possible for minute bars not to exist if no trading occurred during that minute. But that would probably never happen for VIX.XO.

What's the API call you're doing?


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Jul 18, 2023 at 05:08 PM

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Jul 19, 2023 02:13 AM          Msg. 3 of 6
OK...I tried the download again...and it works! No more missing data.
So I didn't change anything. However, it seems the case is closed. Thanks.

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jul 19, 2023 03:36 PM          Msg. 4 of 6
In addition to the parameter I mentioned, data might not be included in an API response because:

- It is within the delay. If you're receiving delayed data and you do a historical request for the last 30 minutes, you still will not get the most recent 10 minutes (or however long the delay is for this symbol). In other words, using a historical request will not allow you to circumvent delays on data.

- It is tick data older than eight days, and the request was made during trading hours. This is a common limitation of tick data that the exchanges enforce. making the request outside of trading hours will return all the data.

Other than these things, I don't know why you couldn't get the data before if. it happens again, collect a log file with Data and Requests turned on and I can review it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Jul 19, 2023 11:13 PM          Msg. 5 of 6
Hi Gary,

I rang into into another data thing.
On this day there is a gap in the data for some reason:

2022-06-02 16:07:00,24.55000,24.53000,24.55000,24.53000,0,0,
2022-06-02 16:06:00,24.57000,24.56000,24.57000,24.56000,0,0,
2022-06-02 16:05:00,24.58000,24.55000,24.58000,24.55000,0,0,
2022-06-02 16:04:00,24.57000,24.56000,24.57000,24.57000,0,0,
2022-06-02 16:03:00,24.59000,24.56000,24.58000,24.58000,0,0,

(Here)

2022-06-02 15:48:00,24.71000,24.71000,24.71000,24.71000,0,0,
2022-06-02 15:47:00,24.73000,24.70000,24.70000,24.73000,0,0,
2022-06-02 15:46:00,24.75000,24.71000,24.73000,24.71000,0,0,
2022-06-02 15:45:00,24.77000,24.73000,24.77000,24.74000,0,0,
2022-06-02 15:44:00,24.78000,24.77000,24.78000,24.77000,0,0,
2022-06-02 15:43:00,24.80000,24.78000,24.80000,24.78000,0,0,
2022-06-02 15:42:00,24.80000,24.79000,24.80000,24.80000,0,0,
2022-06-02 15:41:00,24.84000,24.81000,24.84000,24.81000,0,0,
2022-06-02 15:40:00,24.86000,24.84000,24.86000,24.84000,0,0,


The command for this was: HIT,VIX.XO,60,20220602 000000,20220602 200000

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jul 20, 2023 11:10 AM          Msg. 6 of 6
In this case, I'm getting the same result you are. My usual explanation would be that no trading occurred between 15:49 and 16:02, but this is an index. IQFeed only keeps tick data for a year, so I can't look to see if that's missing (and I couldn't look right now anyway because it's over eight days ago and during trading hours). I'll ask the data team about it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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