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)




"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
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 »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
 

 

Time: Tue April 30, 2024 9:31 AM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003