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Viewing User Profile for: Seventy77seven
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Joined: Apr 29, 2020 10:58 AM
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20 Most recent posts:
IQFeed Developer Support » Time Stamp Data Type Formatting May 5, 2020 10:50 AM (Total replies: 3)

Thanks for the reply. Reading the API documentation says that there are three requests, namely "t" for tick "s" for second and maybe "D?" This led me to believe that the appropriate minute bar request is a 60 second request. This is the code....

get_historical_bar_data(symbol=val[0],
bar_len=60,
bar_unit='s',
num_bars=100)

I am not sure how to answer your "protocol," question. I am working with python and postgres to pull and process the data.

Mike

IQFeed Developer Support » Time Stamp Data Type Formatting Apr 29, 2020 11:11 AM (Total replies: 3)

Hi,

I am attempting to configure my API code to pull Futures Market data daily and process. I am using python to connect and insert data into a Postgres table. The problem I am having is that when the data (minute bars) is pulled using this code, the timestamp is formatted as a large number (maybe integer) that appears to be a count of microseconds. This is strange because when I hand pulled the same data from IQfeed and downloaded a csv file the timestamp was formatted correctly with yy/mm/dd/hh/min/sec. Do you have any clues for me to get this format passed correctly in to a Postgres table? Coding is not my greatest strength so any help would be appreciated.

Thanks Mike

Mike


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