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| »Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »HIT: Missing data or data compression? | 
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| Author | Topic: HIT: Missing data or data compression? (4 messages, Page 1 of 1) |
 shanezilla -Interested User- Posts: 3 Joined: Jun 11, 2020 |
Posted: Jul 16, 2020 04:36 PM
Msg. 1 of 4
I have been using the HIT command to retrieve historical 1-min (60 second) data and I have come across a scenario where the time sequence skips.
Specifically, for the ESH10 contract the retrieved 1-min data skips from ESH10 "2010-01-03 17:46:00" to "2010-01-03 17:48:00". Bypassing "2010-01-03 17:47:00". Is this missing data? Or is this a data compression technique of some sort? Missing bar = previous bar? Thanks, Shane |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 
IQML - IQFeed-MATLAB connector |
Posted: Jul 16, 2020 04:52 PM
Msg. 2 of 4
Interval bars during which no trading occurred are not reported. For this reason you often see many such gaps in non-trading hours, but sometimes also during the trading day. Naturally, the wider that your requested interval bar size is, the less likely this is to happen.
Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion |
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shanezilla -Interested User- Posts: 3 Joined: Jun 11, 2020 |
Posted: Jul 16, 2020 04:56 PM
Msg. 3 of 4
Ok, I see.
So for these periods price has not changed and volume is zero. Thanks, Shane |
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DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019 
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Posted: Jul 17, 2020 08:08 AM
Msg. 4 of 4
Yes, this is standard behavior of the API. If no data exists for a specified time period, the API will omit it from the response. There were no transactions for this symbol in the minute of 2010-01-03 17:47:00, so no record is created.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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