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)




"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"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
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from 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
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Everything is working great with the API. I love it." - Comment from Calvin
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 »DTN.IQ Client Software Support »Results format for historical tick data request
Author Topic: Results format for historical tick data request (3 messages, Page 1 of 1)

illuminatus7
-Interested User-
Posts: 34
Joined: Jan 27, 2011


Posted: Oct 21, 2017 02:05 PM          Msg. 1 of 3
Hi,
I'm trying to pull historical tick data for US equities (using the HTT request) and I noticed that your documentation shows somewhat different results than what I get. I'm using version 5.6.2.0.

My request: HTT,SPY,20171002 083000,20171002 170000,,,,,1,0,1

What I get:
0,2017-10-02 16:01:23,252.2800,535,46479775,252.2800,252.2900,272419,0,0,E,

Your docs (specifically result format section):
http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Differences:
* I only get second precision for the time, not microsecond as indicated in the docs.
* The Trade Market Center field is always empty
* There's no Trade Condition number at the end.

How do I get the data in the format specified in the docs? Help appreciated.

DTN_Tim Walter
-DTN Guru-
Posts: 1102
Joined: Apr 25, 2006


Posted: Oct 23, 2017 08:42 AM          Msg. 2 of 3
Good morning,

The feed defaults to protocol 4.9 for compatibility reasons and I think you are still using that default.
If you just set your protocol to 5.2, for each connection, I think things will match up for you.

This page discusses how to do this.
http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm

Tim

illuminatus7
-Interested User-
Posts: 34
Joined: Jan 27, 2011


Posted: Oct 23, 2017 07:23 PM          Msg. 3 of 3
Thanks. Works fine after I set the protocol.
 

 

Time: Tue January 16, 2018 9:23 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003