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 Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"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 used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"It’s so nice to be working with real professionals!" - Comment from Len
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »IQFeed 3rd Party Software Support »Generic Code Example _ 30 minute bars
Author Topic: Generic Code Example _ 30 minute bars (2 messages, Page 1 of 1)

aallre
-Interested User-
Posts: 2
Joined: Apr 13, 2015


Posted: Apr 13, 2015 05:43 PM          Msg. 1 of 2
Im just getting my feet wet with this API as of yesterday.

Id like to ask if someone has already completed this type of elementary extract.

I would like to retrieve a file of 30 minute bars.

CSV format.
File ordered from oldest to newest bar.
<YYYYMMDD>, <time ( minutes from midnight) >, <High>, <Low>, <Vol (integer)>, <open>, <close>

Or if there are coding examples of any type and where are they located.

Im working my way thorugh the API documentation.
Thank you.
Alan

DTN_Steve_S
-DTN Guru-
Posts: 2034
Joined: Nov 21, 2005


Posted: Apr 13, 2015 09:35 PM          Msg. 2 of 2
Alan, there isn't anything prebuilt from us at DTN that will accomplish this task. However there is at least one 3rd party app that would probably work for you if that is all you need from the feed (QCollector). There might be others but that is the one that comes to mind based on your question.

On the other hand, if the file writeout is only the starting point from which you want to build further, here is the direction you want to take with the API:

Keep in mind that the API is 100% TCP socket based (even the COM interfaces and ActiveX interfaces we provide are all wrappers around the TCP sockets). As a result, your app sends a request to the socket and then waits for the response. Depending on the request your application makes, the response you get may be a one time chunk of data or it may be a subscription to data where, from that point forward, we send you new data to your socket connection anytime there is new data available from the exchanges until you disconnect or tell us to stop sending.

You are going to want to start with the Launching The Feed documentation and/or example application code. This demonstrates how to get the middleware piece of IQFeed that runs on your machine (serving as a gateway between your application and our servers) up and running and authenticated using your applications ID as well as your datafeed account credentials.

For your specific request above, you are looking for historical data that arrives on the Lookup Port of IQFeed. When launched on your machine, IQFeed opens up several ports on the localhost loopback address and listens for connections. Make sure you are connecting your socket to the correct local port. For historical requests, you will want to look at the Historical via TCPIP (or COM) Documentation and example applications.

Once you've consumed those two pieces of the API into your app, you should be close to having an application that will get the necessary data from the feed. At that point, all that is left is to reformat and store it in whatever storage medium you choose.

If you run into problems, feel free to post back here or email developer support with any questions and we will be happy to respond.
 

 

Time: Sat January 20, 2018 8:38 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003