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»Forums Index »Product Support »DTN.IQ Client Software Support »Minute interval data
Author Topic: Minute interval data (6 messages, Page 1 of 1)

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 10, 2017 12:45 PM          Msg. 1 of 6
I am using the HIT API , with 60 second interval, to go back historically, to determine which of two values were hit first.

I set the begin time to 00.00.00 thinking this is the earliest setting for getting data for given date.
I noticed that the interval data changes, slightly, when the market is closed.

My question is, how can I determine the trading hours for a commodity, say Gold, so I can examine the interval data that is related to trades during normal hours.

Thanks

DTN_Tim Walter
-DTN Guru-
Posts: 1110
Joined: Apr 25, 2006


Posted: Oct 10, 2017 01:12 PM          Msg. 2 of 6
Good afternoon,

We do not have market hours as part of our API currently. We are looking to add this functionality, but for now we have some pages with trading hours linked at the bottom of this page.

http://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed

Including this one for Nymex and Comex
http://iqfeed.net/symbolguide/display.cfm?eight=0800A970.cfm&six=06000429&title=DTN%20-%20NYMEX%2FCOMEX%20TRADING%20HOURS

Tim

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 10, 2017 01:28 PM          Msg. 3 of 6
ok, thanks.

So If I setup configuration info on my end to determine what to look at, "what time zone" is returned with your data for the HIT api, so I can account for that.

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 10, 2017 01:41 PM          Msg. 4 of 6
Also one more thing.

So for example Gold {Market break from 5-6-pm}

For example, a days data runs from.
10/09/17 6pm to 10/10/17 5:pm

What Time Stamp is on HIT Interval data for the entry at 10/09/17 8:pm
vs
the Time Stamp on the HIT data for the entry at 10/10/17 2:00 am ?


the first one occurs first sequentially, but I fear it may have a "timestamp" that would make it appear a "greater" value

DTN_Tim Walter
-DTN Guru-
Posts: 1110
Joined: Apr 25, 2006


Posted: Oct 11, 2017 05:44 AM          Msg. 5 of 6
Everything is reported in Eastern time for IQFeed.

Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1110
Joined: Apr 25, 2006


Posted: Oct 11, 2017 05:47 AM          Msg. 6 of 6
HIT is an interval request so it will always use whatever the current day is. HIT does not have an understanding of what makes up a daily bar. So 20171009 200000 for the first and 20171010 020000 for the latter.

Tim
 

 

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