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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)

Denny
-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:

HTD,GOOG,1,1
!ENDMSG!,

HTD,GOOG,1,10
!ENDMSG!,

HTD,GOOG,1,20
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,
!ENDMSG!,

(same two results for 50 and 100)

HTD,GOOG,1,200
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,
!ENDMSG!,


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: 1181
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.

Tim

Denny
-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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