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)




"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
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 »Product Support »IQFeed 3rd Party Software Support »Tick, Second and Minute Data in HistoryLookup3
Author Topic: Tick, Second and Minute Data in HistoryLookup3 (2 messages, Page 1 of 1)

ericm
-DTN Evangelist-
Posts: 145
Joined: Mar 31, 2008


Posted: Mar 8, 2009 02:11 PM          Msg. 1 of 2
I am comparing data retrieved by "ReqHistoryTickDatapoints" with data retrieved by "ReqHistoryIntervalDatapoints," using two different intervals for the latter: 60 seconds and 1 second. Please consult the attached Word file to illustrate the question.

The requested data begin March 6 of this year. They do not match up at the start because of the number of records requested, but they come into synch at 15:54:46. There are two Ticks for this second (green highlight), and they are matched correctly in the Minute data with the 15:55:00 record, both as to price and volume. The next two Ticks at 15:55:16 (blue highlight) also match the minute data, both as to volume and the different prices of the Ticks. These data are also found in the Second data, although one would have expected the time specification to have been at the Second level, not the Minute level.

When we come to the group of 19 Ticks for 16:46 (yellow highlight), we still get a correct grouping in the Minute data (shown in 16:47:00). But one would have expected five separate records in the Second data because the 19 different ticks occurred in 5 different seconds. Instead, we get the same grouping we got in the Minute data. In fact, it is clear that the Second and Minute data do not differ at all.

Perhaps there is some specification for a minimum limit to the interval specification, but I have not found it. I'd appreciate some help on this.

N.B. When I went to attach the Word document, I notice that you don't allow .doc files, only .txt files, so the highlighting is gone. But I think I have included enough information that you can easily mark the groupings yourself.

Eric



File Attached: IQFeed Results.txt (downloaded 1619 times)

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Mar 9, 2009 10:26 AM          Msg. 2 of 2
Eric, you are correct. This bit of information apparently never got added to the documentation. The protocol was designed to allow second intervals in the future but it is currently being limited to minutes. I will make sure the documentation gets updated to reduce confusion on this.
Edited by DTN_Steve_S on Mar 9, 2009 at 10:27 AM
 

 

Time: Wed May 18, 2022 2:05 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003