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thariman has contributed to 16 posts out of 21251 total posts
(0.08%) in 5,480 days (0.00 posts per day).
20 Most recent posts:
Hi,
I usually use HDX to retrieve End of Day Data with the following format HDX,@ES#C,210,1 This will get data from 2011-09-29 21:33:19 1152.75 1115.50 1130.25 1138.25 2012-07-27 21:33:19 1385.00 1352.75 1354.75 1382.50 exactly 210 data
With HDT,@ES#C,,20120711,210,1 2011-09-29 21:31:26 1152.75 1115.50 1130.25 1138.25 2012-07-11 21:31:26 1342.50 1327.75 1335.00 1336.25 only 198 data
the definition of [MaxDatapoints] - Optional - the maximum number of datapoints to be retrieved.
So for HDT it should get 210 datapoints correct ? Is this a bug ?
Thank you
Tony
Hi I tried to map esignal symbol PA #F=1 with QPA#C But looking at the chart it look different on a daily chart the last bar close on QPA#C is 781.10 but on esignal PA #F=1 is 783.20 Under QPA #C description it seems it use September contract but on PA #F=1 it use December contract.
Did I map to the correct symbol or is there a data error or rollover error ?
Tony
Does any of your partner that use iqfeed have the tick data available for purchase ?
Is there a way to get an expired future contract tick data that is older than 120 days ? For example:
HTD,@YMH11,120,,,,1,, HTD,@YMZ10,120,,,,1,,
Thank you
Tony Edited by thariman on Aug 7, 2011 at 10:03 AM
Hi,
How does the total volume calculated in iqfeed ? Using the TCP/IP historical API I found about 10 inconsistency between Last Size tally with Total Volume every day on ES.
For example:
HTT,@ES#C,20110715 123700,20110715 123706,,,,1,, 2011-07-15 12:37:00, 1308.75, 6, 1552707, 1308.75, 1309.00, 25370537, 0, 0, C, 0 2011-07-15 12:37:01, 1309.00, 1, 1552708, 1308.75, 1309.00, 25370594, 0, 0, C, 0 2011-07-15 12:37:01, 1308.75, 1, 1552709, 1308.75, 1309.00, 25370612, 0, 0, C, 0 2011-07-15 12:37:03, 1308.75, 3, 1553061, 1308.75, 1309.00, 25370622, 0, 0, C, -349 2011-07-15 12:37:03, 1308.75, 2, 1553063, 1308.75, 1309.00, 25370623, 0, 0, C, 0 2011-07-15 12:37:03, 1309.00, 1, 1553064, 1308.75, 1309.00, 25370628, 0, 0, C, 0 2011-07-15 12:37:03, 1309.00, 1, 1553065, 1308.75, 1309.00, 25370632, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 1, 1553066, 1308.75, 1309.00, 25370699, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 2, 1553068, 1308.75, 1309.00, 25370703, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 5, 1553073, 1308.75, 1309.00, 25370704, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 4, 1553077, 1308.75, 1309.00, 25370705, 0, 0, C, 0
2011-07-14 17:15:25,9260,1306.75,17 -1 2011-07-14 20:03:51,40295,1306.25,1 -1 2011-07-14 20:33:58,47656,1306.75,1 -2 2011-07-15 06:12:17,177135,1308.50,1 -8 2011-07-15 09:23:01,361335,1312.50,3 -1 2011-07-15 12:36:20,1552110,1308.50,1 -1 2011-07-15 12:37:03,1553061,1308.75,3 -349 2011-07-15 13:54:09,1677340,1306.75,1 -250 2011-07-15 14:30:48,1772066,1305.00,1 -100 2011-07-15 15:59:10,2119628,1312.00,1 -100 2011-07-15 15:59:15,2120203,1311.75,1 -70 2011-07-15 16:09:25,2260962,1315.25,6 -25 2011-07-15 16:13:43,2278425,1314.75,78 -1
Should we relied on Total Volume ? Which is correct the Total using Size Tally or the Total Volume ?
Tony Edited by thariman on Jul 17, 2011 at 03:20 AM
Hi,
Where can I find the API for compress DTN historical ticks data like what IRT use. I look at the API documentation but didn't find any.
Thank you
Tony
So if I start iqconnect and have level 1 connection and disconnect the level 1 does it shutdown by itself ? Edited by thariman on Mar 8, 2011 at 09:07 AM
Hi,
Is there a specific timeout value for IQConnect when all level 1 connection are terminated ? It's seems that IQConnect still running without shutting down even though there are no connection at all.
Tony
Did a refresh/download on Investor/RT and QCollector still missing 02/25/2010 data from the daily. It skip it and go straight to 02/26/2010 from 02/24/26. for the @ES#
Hi did anybody have a missing daily data for @ES# on 02/25/2010 ?
I try to look at 2 different chart software and there are a hole on 02/25/2010
Thank you
Great let me know when it is corrected.
Thank you
Hi,
Does the daily open and intraday open ( 331 CT ) should be matching up ?
Daily Open @ES# 02/02/2010 1086.00000** 1101.50000 1082.00000 1097.25000 2102320 1min @ES# 02/01/2010 15:31:00 1086.25000** 1086.25000 1085.75000 1086.00000 859
@ES# 01/27/2010 1087.50000** 1096.25000 1078.50000 1094.50000 2634603 @ES# 01/26/2010 15:31:00 1087.75000** 1087.75000 1087.25000 1087.50000 1384
@ES# 01/28/2010 1094.50000** 1103.50000 1074.25000 1079.25000 3052088 @ES# 01/27/2010 15:31:00 1094.75000** 1094.75000 1094.50000 1094.50000 2023
I found many differences between 1 to 2 ticks.
Thank you
Tony
I tried using 15 min intraday bar to get the 4:15pm closing but can only go back as far to 1/30/2008. Is there other symbol that I can use to get the closing price all the way back to 9/25/1997 which the regular daily bar can go ?
Thank you
So each daily bar have the range from 4:30pm to 4:15pm ET ? If I want to get the 4:15pm close price instead of settlement do I need to use intraday ?
Thank you
Hi Jay,
How do I access the settlement data on daily historical bars ? or Does this replace the closing price on daily historical bars ? What time does the settlement data availaible on daily historical data for @ES# ? I'm using Investor/RT and Multicharts
Thank you
Tony Edited by thariman on Jan 23, 2010 at 07:09 PM
Hi,
I'm using iqfeed through Investor/RT and Multicharts. Does iqfeed data feed send settlement price through the data feed ? Usually settlement tick show up between 15:15 to 15:30 CT.
Thank you
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