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AlexK has contributed to 12 posts out of 21251 total posts
(0.06%) in 2,535 days (0.00 posts per day).
20 Most recent posts:
Also one more thing.
So for example Gold {Market break from 5-6-pm}
For example, a days data runs from. 10/09/17 6pm to 10/10/17 5:pm
What Time Stamp is on HIT Interval data for the entry at 10/09/17 8:pm vs the Time Stamp on the HIT data for the entry at 10/10/17 2:00 am ?
the first one occurs first sequentially, but I fear it may have a "timestamp" that would make it appear a "greater" value
that works, thank you for the clarification.
ok, thanks.
So If I setup configuration info on my end to determine what to look at, "what time zone" is returned with your data for the HIT api, so I can account for that.
For commodities that only close for an hour, like the E-mini Nasdaq-100 {hours 17:00 - 16:00},
I want to confirm what EOD Date will come in the data for both side of the above window, and during the close period.
For example, 10/10/17 at 5:30:pm, I would suspect that 10/10/17 would be the data date for today's End of Day Data in the Historical End of Day data feed.
If I run the HDT feed at 10/10/17 8:pm, after the market reopens, what data will be returned ?
I think it will be "in" 10/11/17 data, but not closed yet, so hopefully it will still send the last thing it has, 10/10/17 end of day data.
I am using the HIT API , with 60 second interval, to go back historically, to determine which of two values were hit first.
I set the begin time to 00.00.00 thinking this is the earliest setting for getting data for given date. I noticed that the interval data changes, slightly, when the market is closed.
My question is, how can I determine the trading hours for a commodity, say Gold, so I can examine the interval data that is related to trades during normal hours.
Thanks
Thanks again for your quick responses...I've got it now.
Thanks, this makes sense. So my last question on this topic:
If I change my interval to 60 seconds , the data that is returned will be for each second of data within those 60 seconds? Or will it be some average over the 60 seconds?
Hello,
I'm using the HIT API (historical IntraDay data), and it doesn't seem to have much more than a few days of data for Futures contracts.
Am I doing something wrong? Is this the correct API for historical, intra-day data? Example:
sout.write("HIT," + symbol + ",1," + "20170101 075000," + ",,,093000,160000," + "1\r\n");
Thank you, again. So just to confirm: can you provide that continuous contract data in an API call historically or would I have to build that out myself in some manner?
Thank you for the quick response.
We are not using #C, ever. We are always using the unadjusted # on our API calls. In the example I gave you for July, we get different data back depending on whether we call the API on a daily basis through July vs calling the API to provide that July data later on (August, Sept, Oct, whatever).
We are using @xx#, NOT the adjusted continuous, and we are getting these different results based on WHEN the same API is run
Hello,
We're seeing a fairly significant issue with the HDT Historical API. Problem:
When we take Lead Hog (as an example), and run the API daily, we get a certain set of prices each day. In this example, on 7-24-17, Lean Hog is at price point $80.725 when we call the API each day in July. If we we wait and run the same HDT Historical API on say, October 1st, for the same day and commodity, we get a price of $66.975.
So, the same API yields different data, depending on when it's called. This is a huge problem for us and am wondering if there's a different API we should be calling historically, or if you see the same issue?
Thank you.
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