|
|
Home
Search
Register
Login
Recent Posts
»Forums Index
»Archive (2017 and earlier)
»IQFeed Developer Support
» Intraday History Bars
|
|
| Author | Topic: Intraday History Bars (10 messages, Page 1 of 1) |
 jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006 
|
Posted: Jul 12, 2007 10:07 AM
Msg. 1 of 10
How do these work?
We've written an application and the idea was that it would wake up every thirty minutes, request 30-minute bars of data and process the latest 30-minute bar. Specifically, we're interested in SPX.XO, the S&P index; IINA.Z, NYSE Advances and IIND.Z, NYSE Declines. Often, what we see is that when we wake up at 9:00 AM, the lastest bar we'll get will have a timestamp of 9:30 AM. Two questions: Why do we get a bar that has a timestamp in the future? Is this latest bar a complete bar? Does it have all of the data for that 30-minute period? Thanks in advance for your help! |
|
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
|
Posted: Jul 12, 2007 01:15 PM
Msg. 2 of 10
I am looking into this
|
|
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006
|
Posted: Jul 17, 2007 01:18 PM
Msg. 3 of 10
Any thoughts on this yet?
|
|
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
|
Posted: Jul 17, 2007 01:39 PM
Msg. 4 of 10
About the only thing to add is an explanation of what is happening. This has not yet been fixed.
The servers are sending the current (incomplete) bar of data. If you rerequest several times you will see that the volume of that particular bar continues to increase until the time passes the point at which that bar would become the 2nd bar returned. |
|
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006
|
Posted: Jul 17, 2007 04:18 PM
Msg. 5 of 10
Oh. Okay. Sounds like the best thing to do would be to throw away the bar if it has a time in the future.
|
|
JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007 |
Posted: Jul 19, 2007 06:49 AM
Msg. 6 of 10
Just sounds like the bar's timestamp is for the *end* of the bar period and not the beginning, not really that it would be a bad bar.
- Jeff |
|
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
|
Posted: Jul 19, 2007 08:44 AM
Msg. 7 of 10
Jeff, you are correct. The IQ servers have always built bars timestamped at the end of the interval.
Edited by DTN_Steve_S on Jul 19, 2007 at 09:55 AM |
|
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
|
Posted: Jul 19, 2007 09:55 AM
Msg. 8 of 10
OK, scratch just about everything I said in this thread.
My initial testing must have been wrong. This is functioning the same way on both server farms and as far as I can tell, this is the way it has always functioned. My explanation above about why you get a data bar "in the future" is correct. The data is also correct. This will not be "fixed" because it appears nothing is wrong :) |
|
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006
|
Posted: Jul 19, 2007 10:20 AM
Msg. 9 of 10
Okay. Just to be clear though. If I'm receiving a bar marked 9:30 at 9:01. This bar is covering the period from 9:00 - 9:01. Unless your servers have a built-in crystal ball it must be incomplete since the entire 30 minute period hasn't happened yet. If I were to receive the same 30 minute bar later in the day, it would contain different data -- complete data.
I can deal with that. I just want to be sure I'm understanding it correctly. |
|
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
|
Posted: Jul 19, 2007 10:59 AM
Msg. 10 of 10
That is correct
|
|
|