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Joined: Jun 15, 2017 03:21 PM
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yzhao has contributed to 2 posts out of 21185 total posts (0.01%) in 2,505 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » bar data questions Jun 16, 2017 09:01 AM (Total replies: 2)

Thank you Tim

IQFeed Developer Support » bar data questions Jun 15, 2017 04:16 PM (Total replies: 2)

Two question on the 5 min bar data retrieved from IQFeed:
1) are they the "Last Trade" price? There is another thread that indicates it is not midpoint. Is there a way to get MidPoint 5 min bar price?

2) when comparing with the same 5 min bars from Interactive Brokers, we notice the bars are consistently off by one: e.g. the 9:35 AM IQFeed price matches 9:30AM IB price.
Does IQFeed provide begin-of-the-bar price?

Thank you.


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