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Joined: Aug 9, 2018 09:56 AM
Last Post: Mar 5, 2019 08:03 AM
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Email: tae@qvradvisors.com
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data_collector has contributed to 6 posts out of 19084 total posts (0.03%) in 292 days (0.02 posts per day).

20 Most recent posts:
DTN.IQ Client Software Support » Time and Sales - Bid/Ask Size Mar 5, 2019 08:03 AM (Total replies: 2)

I see. Thank you.

DTN.IQ Client Software Support » Time and Sales - Bid/Ask Size Mar 4, 2019 03:58 PM (Total replies: 2)

Hi, I'm wondering if it's possible to get bid/ask sizes for tick data in 1-minute intervals?

For example, pulling up @ESZ18 for a few days in early Dec 2018, I get nothing but 0's for B/A sizes.


@AK, THANK YOU!

Mathieur, will post if I come across more questions. Thank you.


AK786, I'm going through your code -- do you have def to the TickMessageCSV() function you use at the end, just before sw.WriteLine?

Sorry, I'm completely new to C# so taking a while for me to understand all of Mathieu's and your code but thank you for your help.


Haven't gotten around to playing around your code more but getting around to it now.

Thank you both and agree that it's been a huge help!


Hi Mathieu,

Really appreciate your work. As a C# noob, I have a question:

In your historical example, you conclude with making a request and assigning it to ticksMessages. How can I view this in a data table format? I tried just viewing it via Console.WriteLine but it just seems to show the var like below:

System.Collections.Generic.List`1[IQFeed.CSharpApiClient.Lookup.Historical.Messages.TickMessage]


Thank you,
T


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