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»Forums Index »IQFeed Developer »IQFeed Developer Support »MaxDatapoints in historical tick queries
Author Topic: MaxDatapoints in historical tick queries (3 messages, Page 1 of 1)

-Interested User-
Posts: 2
Joined: Feb 28, 2018

Posted: Feb 28, 2018 05:37 PM          Msg. 1 of 3
In testing out some of the tick queries, I get far fewer than the MaxDatapoints I specify. For a random day of Google:



2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,

(same two results for 50 and 100)

2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,
2018-02-28 17:06:25,1106.88,122,1873382,1106.50,1108.70,8383,0,0,E,
2018-02-28 16:54:49,1106.01,100,1873221,1106.01,1106.88,5949,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872820,1104.88,1106.88,3922,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872720,1104.88,1106.88,15754,0,0,E,
2018-02-28 16:36:42,1105.60,128,1870002,1104.88,1105.80,3918,0,0,E,

I get this same behavior when using HTT, querying from 000000 to 235959 within a prior day.

Our assumption was that a MaxDatapoints setting of 1 would be an easy way to indicate if any trades happened during that time period, but it seems to be very unreliable and often returns 0 results even when many ticks occurred during the queried time period.

Any suggestions?

Edited by Denny on Feb 28, 2018 at 05:40 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1130
Joined: Apr 25, 2006

Posted: Feb 28, 2018 05:44 PM          Msg. 2 of 3
In older protocols, including the default 4.9 protocol, Other trades are filtered from the return. Send an S,SET PROTOCOL,5.2 message to the socket first and then the numbers will work.


-Interested User-
Posts: 2
Joined: Feb 28, 2018

Posted: Feb 28, 2018 06:17 PM          Msg. 3 of 3
So if I'm understanding this correctly, it selects (up to) MaxDatapoints results, and then filters. Is there a way to query a specific number of C trades?


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