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Denny has contributed to 2 posts out of 21190 total posts (0.01%) in 2,255 days (0.00 posts per day).

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IQFeed Developer Support » MaxDatapoints in historical tick queries Feb 28, 2018 06:17 PM (Total replies: 2)

So if I'm understanding this correctly, it selects (up to) MaxDatapoints results, and then filters. Is there a way to query a specific number of C trades?

IQFeed Developer Support » MaxDatapoints in historical tick queries Feb 28, 2018 05:37 PM (Total replies: 2)

In testing out some of the tick queries, I get far fewer than the MaxDatapoints I specify. For a random day of Google:

HTD,GOOG,1,1
!ENDMSG!,

HTD,GOOG,1,10
!ENDMSG!,

HTD,GOOG,1,20
2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,
!ENDMSG!,

(same two results for 50 and 100)

HTD,GOOG,1,200
2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,
2018-02-28 17:06:25,1106.88,122,1873382,1106.50,1108.70,8383,0,0,E,
2018-02-28 16:54:49,1106.01,100,1873221,1106.01,1106.88,5949,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872820,1104.88,1106.88,3922,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872720,1104.88,1106.88,15754,0,0,E,
2018-02-28 16:36:42,1105.60,128,1870002,1104.88,1105.80,3918,0,0,E,
!ENDMSG!,


I get this same behavior when using HTT, querying from 000000 to 235959 within a prior day.

Our assumption was that a MaxDatapoints setting of 1 would be an easy way to indicate if any trades happened during that time period, but it seems to be very unreliable and often returns 0 results even when many ticks occurred during the queried time period.

Any suggestions?


Edited by Denny on Feb 28, 2018 at 05:40 PM


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