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Viewing User Profile for: bigjake
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Joined: Jan 7, 2018 10:21 PM
Last Post: Sep 11, 2018 12:55 PM
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bigjake has contributed to 10 posts out of 18831 total posts (0.05%) in 318 days (0.03 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:55 PM (Total replies: 12)

I've developed my own C# iqfeed client that I am considering productizing.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:24 PM (Total replies: 12)

Yes I believe it was a socket error, but I'll run a quick test to verify.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:00 PM (Total replies: 12)

Yeah I am storing it locally. I'll just have to do bulk downloads off hours.

One question though. Is there a way to change the timeout value for history requests? I cannot pull more than about three days worth of tick data before the connection closes. I suspect its timing related.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 10, 2018 12:39 PM (Total replies: 12)

That's going to make backtesting/simulation difficult.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 10, 2018 11:30 AM (Total replies: 12)

May I ask why this limitation exists? Also what defines trading hours? I'm working with futures and they trade around the clock.

Also is this noted in the documentation somewhere? I don't recall seeing it mentioned.

IQFeed Developer Support » Issue with HIT lookup message Aug 31, 2018 03:22 PM (Total replies: 3)

I was afraid you would say that :(

Calculating the end time is going to be tricky.

Can you guys clarify the documentation to indicate this isn't possible?

IQFeed Developer Support » Issue with HIT lookup message Aug 30, 2018 03:44 PM (Total replies: 3)

I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work.

Here is my request and responses - I am specifying the begin date/time only:


HIT,@ES#,300,20180827 000000,,10,,,0,#HIT1,,s,1

#HIT1,2018-08-30 15:35:00,2901.75,2898.50,2901.25,2900.75,1134975,14970,0,
#HIT1,2018-08-30 15:40:00,2901.50,2899.00,2900.50,2900.00,1146389,11413,0,
#HIT1,2018-08-30 15:45:00,2902.00,2899.50,2899.75,2899.75,1160030,13637,0,
#HIT1,2018-08-30 15:50:00,2901.75,2899.00,2900.00,2901.25,1177734,17702,0,
#HIT1,2018-08-30 15:55:00,2903.00,2900.50,2901.25,2901.50,1249617,71528,0,
#HIT1,2018-08-30 16:00:00,2903.50,2901.50,2901.50,2902.25,1276968,27351,0,
#HIT1,2018-08-30 16:05:00,2902.50,2902.00,2902.25,2902.25,1280075,3107,0,
#HIT1,2018-08-30 16:10:00,2902.50,2901.50,2902.25,2902.00,1290824,10717,0,
#HIT1,2018-08-30 16:30:00,2902.00,2899.25,2901.75,2899.75,1293344,2517,0,
#HIT1,2018-08-30 16:35:00,2900.50,2899.75,2899.75,2900.00,1293796,452,0,


I am specifying only a begin time and bar count. What I expect in return is:


#HIT1,2018-08-27 00:45:00,2883.50,2883.25,2883.50,2883.50,37031,51,0,
#HIT1,2018-08-27 00:40:00,2883.75,2883.25,2883.50,2883.25,36980,264,0,
#HIT1,2018-08-27 00:35:00,2883.75,2883.50,2883.75,2883.75,36716,42,0,
#HIT1,2018-08-27 00:30:00,2883.75,2883.25,2883.50,2883.75,36674,278,0,
#HIT1,2018-08-27 00:25:00,2883.75,2883.25,2883.50,2883.50,36396,111,0,
#HIT1,2018-08-27 00:20:00,2883.50,2883.00,2883.25,2883.25,36285,93,0,
#HIT1,2018-08-27 00:15:00,2883.25,2883.00,2883.00,2883.00,36192,59,0,
#HIT1,2018-08-27 00:10:00,2883.50,2883.00,2883.50,2883.25,36133,244,0,
#HIT1,2018-08-27 00:05:00,2883.75,2883.25,2883.50,2883.25,35889,291,0,
#HIT1,2018-08-27 00:00:00,2884.00,2883.50,2883.75,2883.75,35598,312,0,


I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time.

My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00)

What am I doing wrong?

Thanks,
-Jake
Edited by bigjake on Aug 30, 2018 at 03:45 PM


Isn't this information available with HDT/HDX lookup requests?


Hmm.

I tried request per socket again and it works fine. Not sure what I was doing different before.

Thanks!


Is it possible to make multiple history lookup requests at the same time? I can issue two requests, but the second one isn't processed until after the first. I've tried with multiple socket connections and no difference.


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