Suggestion is following: Raise an event in case when no data available for the requested interval. Now my calling thread is sleeping up to timeout (20 seconds - 1 minute for me). It would be great if the event would inform about it immediately. It is very important for my application.

Many thanks for your consideration.

Can you give me an example of the request you are making?

HistoryLookupClass.RequestMinuteHistory("MSFT", 1, 1);
The situation reproduces if I'm doing such request on Monday morning (or holidays...), because there is no historical data.

What you are requesting is actually the intended functionality of IQFeed.

You are experiencing a bug that is specific to the HistoryLookup interface. It does not exist in the HistoryLookup2 interface or in the sockets interface.

I'm not experiencing a bug, I'm offering you to enhance it a bit so that the AbortLoad event needs to be raised in some additional case, or MinuteProgress event brings 0 bars loaded in its event args in case if there is no data on the requested interval. This does not require the changes in the interface.

I never said that it required changes to the interface. I simply said that this interface is the only interface affected.

The fact that the request takes a LONG time to return an error in the given scenario, IS the bug. It is due to a combonation of factors involving the communication with the servers. It will be fixed in an upcomming release of IQFeed.