|
Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!
(Move your cursor to this area to pause scrolling)
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
|
|
|
|
| Joined: |
Jul 8, 2014 12:15 AM |
| Last Post: |
Jul 10, 2014 03:27 AM |
| Last Visit: |
Jul 11, 2014 01:25 AM |
| Website: |
|
| Location: |
|
| Occupation: |
|
| Interests: |
|
|
|
voglinio has contributed to 2 posts out of 21185 total posts
(0.01%) in 3,581 days (0.00 posts per day).
20 Most recent posts:
Hello to all,
I asked 20 days minute data (using HIT request) for HA and PCYC,
but I only receive data from July 1. Do you have any suggestions?
Is there a just temporary issue?
Thank you
Hello to all,
I use HDX request for daily data. According to the manual:
HDX,MSFT,3<CR><LF>
TT,2014-07-07 00:27:02,42.1200,41.7100,41.7500,41.9900,21953619,0,
TT,2014-07-03 00:27:02,41.9900,41.5600,41.9100,41.8000,15969310,0,
TT,2014-07-02 00:27:02,41.9000,41.5300,41.7300,41.9000,20208526,0,
Q1. I would like to ask about the Total Volume figures 21953619, 15969310, etc.
Do they include other trades, such as oddlot trades and implied trades ?
Q2. Also, do the EOD data represent only market period (eg. 09:30-16:00)? Do
they include afterhours?
I can detect a discrepancy between HDX results and HIT results for the period
09:30-16:00. eg.
HIT,MSFT,60,20140707 000001,20140707 160000,,093000,155959,1,TT,2<CR><LF>
TT,2014-07-07 09:31:00,41.8500,41.7100,41.7400,41.8355,703211,643078,
TT,2014-07-07 09:32:00,41.8400,41.7800,41.8400,41.8000,859495,154406,
...
...
TT,2014-07-07 16:00:00,42.0100,41.9500,41.9500,41.9850,19971046,761149,
Total volume reported is 19971046 which is quite different from 21953619.
Also the sum of Period Volumes (last column) is different.
Q3. Is there a request that would return daily data from 09:30-16:00 that
will sum up the volumes of the last column of HIT data?
Thank you
|
|
Home
Search
Register
Login
Recent Posts