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)




"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"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
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »ESZ16 is missing intraday back fill for 11/7
Author Topic: ESZ16 is missing intraday back fill for 11/7 (13 messages, Page 1 of 1)

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 7, 2016 05:51 PM          Msg. 1 of 13
Hi,

If I make a request for @ESZ16 or @ES# today's historical data is missing. Is there something wrong with the EMini history? Everything was fine until today.

If I request SPX.XO, or Forex Pairs such as: @EU#, @JY#, @BP#, ... today's data is present.

The command I'm sending is:
Command: HID,@ESZ16,600,30,,000000,235959,1,@ESZ16-10

Data is returned (
@ESZ16-10,2016-10-09 18:10:00,2153.25,2150.75,2152.00,2152.50,8496,8493,0,
@ESZ16-10,2016-10-09 18:20:00,2153.25,2152.00,2152.50,2152.25,9609,1113,0,
@ESZ16-10,2016-10-09 18:30:00,2152.75,2151.75,2152.25,2152.25,10164,554,0,
@ESZ16-10,2016-10-09 18:40:00,2153.75,2152.00,2152.50,2153.00,11840,1676,0,
... many other rows.

these are the last rows received

@ESZ16-10,2016-11-06 23:40:00,2106.75,2106.00,2106.75,2106.50,112577,872,0,
@ESZ16-10,2016-11-06 23:50:00,2106.75,2106.00,2106.25,2106.50,112866,289,0,
@ESZ16-10,2016-11-07 00:00:00,2107.00,2106.00,2106.75,2106.00,113506,640,0,
@ESZ16-10,!ENDMSG!,

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 7, 2016 05:56 PM          Msg. 2 of 13
Btw, If I restrict the BeginFilterTime and EndFilterTime todays bars (within the time restriction) appear.
Command: HID,@ESZ16,600,30,,080000,160000,1,@ESZ16-10

But I've been using 000000 - 235959 for months. Was there a change I missed that I need to apply?

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 7, 2016 06:09 PM          Msg. 3 of 13
Did some debugging. With EndFilterTime = 235959.

As long as BeginFilterTime >= 013920 today's data shows up from that point forward.
If < 013920 today's data does not fill in.

quickTick
-Interested User-
Posts: 35
Joined: Nov 17, 2013


Posted: Nov 7, 2016 06:43 PM          Msg. 4 of 13
Maybe just the 600 data points limit you specified?

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 7, 2016 06:51 PM          Msg. 5 of 13
I believe the 600 is the interval in seconds (10 minute chart = 10 * 60 = 600)

HID,[Symbol],[Interval],[Days],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[DataDirection],[RequestID],[DatapointsPerSend],[IntervalType]

[Symbol] - Required - Max Length 30 characters.
[Interval] - Required - The interval in seconds.
[Days] - Required - The number of calendar days ("1" equals current day) of history to be retrieved
[MaxDatapoints] - Optional - the maximum number of datapoints to be retrieved.
[BeginFilterTime] - Optional - Format HHmmSS - Allows you to specify the earliest time of day (Eastern) for which to receive data.
[EndFilterTime] - Optional - Format HHmmSS - Allows you to specify the latest time of day (Eastern) for which to receive data.
[DataDirection] - Optional - '0' (default) for "newest to oldest" or '1' for "oldest to newest".
[RequestID] - Optional - Will be sent back at the start of each line of data returned for this request.
[DatapointsPerSend] - Optional - Specifies the number of datapoints that IQConnect.exe will queue before attempting to send across the socket to your app.
[IntervalType] - Optional - 's' (default) for time intervals in seconds, 'v' for volume intervals, 't' for tick intervals

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 7, 2016 06:53 PM          Msg. 6 of 13
I changed the data direction to 0 (which means newest to oldest).

This is what the first few data points are - only one 10 minute bar @ 00:00:00
@ESZ16-10,2016-11-07 00:00:00,2107.00,2106.00,2106.75,2106.00,113506,640,0,
@ESZ16-10,2016-11-06 23:50:00,2106.75,2106.00,2106.25,2106.50,112866,289,0,
@ESZ16-10,2016-11-06 23:40:00,2106.75,2106.00,2106.75,2106.50,112577,872,0,

DTN_Steve_S
-DTN Guru-
Posts: 2040
Joined: Nov 21, 2005


Posted: Nov 7, 2016 07:56 PM          Msg. 7 of 13
I can confirm this appears to be an issue in the servers. I haven't been able to identify exactly what is happening but I can duplicate the issue. I'll report this over to our server team for investigation.

For the current time, the workaround that seems to work consistently is to request the current day's data with a separate request.

DTN_Tim Walter
-DTN Guru-
Posts: 1224
Joined: Apr 25, 2006


Posted: Nov 8, 2016 07:11 AM          Msg. 8 of 13
This appears related to the DST rollover. We'll take a look at the bug and get it resolved before the next
one.

Tim

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 8, 2016 08:29 AM          Msg. 9 of 13
Thanks for the quick responses Steve and Tim. I've got a workaround for now so I'm good :)

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 10, 2016 01:21 PM          Msg. 10 of 13
Hi Steve and Tim,

My workaround is to request 020000 -> 235959. At some point I'd like to revert to original behavior of 000000 -> 235959 for my historical requests.

I just tried requesting 30 days of intraday data with begin/end time of 000000 -> 235959 and today's data is missing. Perhaps the behavior is today's data will always be missing with this DST bug? And only on emini? Any ETA on a fix?

Thanks, Matt

DTN_Tim Walter
-DTN Guru-
Posts: 1224
Joined: Apr 25, 2006


Posted: Nov 10, 2016 01:38 PM          Msg. 11 of 13
Hi Matt,

Since your filter is 000000 - 235959 anyhow, could you just remove the filter times? That should work fine in the interim if so.

I don't have any official ETA yet for you, but I know the fix has been passed over to QA to test, hopefully before the end of the year. But, I'll update you when I learn more.

Tim

mattgundersen
-Interested User-
Posts: 13
Joined: Jun 23, 2015


Posted: Nov 10, 2016 02:40 PM          Msg. 12 of 13
Hi Tim,

Thanks. I removed the filter times - works great.

m.

DTN_Tim Walter
-DTN Guru-
Posts: 1224
Joined: Apr 25, 2006


Posted: Nov 10, 2016 02:42 PM          Msg. 13 of 13
Good deal. I'll let you know when you can revert, should you choose to.

Tim
 

 

Time: Wed September 19, 2018 2:26 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003