pun11
-Interested User-
Posts: 1
Joined: Jun 1, 2017
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Posted: Jun 1, 2017 04:45 AM
Msg. 1 of 2
Dear all,
I would like to find out how to receive the microsecond time stamped data, as this is currently not working for me.
I have read that from the IQFeed version 5.2 this should be available. However, it does not work for any of the symbols I tried (@ES#, @NQ#, MSFT, NVDA and a few others). Could you point me in the right direction, please?
I am using windows 10, logging into IQFeed Launcher and getting the data through an API access via function HTT, such as: "HTT,{symbol},20170101 075000,20170530 160000,,093000,160000,1\n"
The output I am getting looks like this (notice please the first column): 2017-01-03 09:30:00,2252.00,21,188907,2251.75,2252.00,524032,0,0,C
Is there a different function and/or setting I should be using instead?
The behavior is the same regardless if I use Python or R. I have not tried C# yet, but I suspect the problem is in the HTT function call.
Best regards, Edited by pun11 on Jun 1, 2017 at 04:47 AM
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