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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Data Concerns
Author Topic: Historical Data Concerns (4 messages, Page 1 of 1)

simon33
-Interested User-
Posts: 28
Joined: Apr 9, 2005


Posted: May 28, 2008 10:24 AM          Msg. 1 of 4
Historical data concern

I'm very concerned about some of the historical data I am getting back lately.
Specifically, if I issue the command HD,WPD,30; I get back 29 lines of data.
However, if I am looping through multiple stocks (60) and doing updates, I get only 10!

I am using the same call, etc and the only thing that I can account for is
that I am call DTN several times rather than just once.

I should mention that I am using TCP/IP historical calls via Java.
My DTN version is 4.2.1.4

Thanks in advance,


Here is what I am getting back on a single call:

-------- RAW DATA RETRIEVED FROM IQFEED (Date, Time, High, Low, Open, Close) -------------------
IQFeed command=[HD,WPD,30;]

. . .f [2007-04-23 10:05:44,25.21,25.20,25.21,25.20,1400,0]
. . . 2007-04-20 10:05:44,25.13,25.01,25.01,25.13,10400,0
. . . 2007-04-19 10:05:44,25.05,25.02,25.04,25.03,4700,0
. . . 2007-04-18 10:05:44,25.05,24.99,25.00,25.04,6100,0
. . . 2007-04-17 10:05:44,25.03,24.98,25.02,25.00,7100,0
. . . 2007-04-16 10:05:44,25.03,24.98,25.03,25.03,7300,0
. . . 2007-04-13 10:05:44,25.02,24.98,25.02,25.02,20300,0
. . . 2007-04-12 10:05:44,25.00,24.97,24.98,25.00,10600,0
. . . 2007-04-11 10:05:44,24.99,24.96,24.96,24.97,6900,0
. . . 2007-04-10 10:05:44,24.99,24.96,24.97,24.96,15100,0
. . . 2007-04-09 10:05:44,24.99,24.94,24.95,24.99,14700,0
. . . 2007-04-05 10:05:44,24.97,24.93,24.93,24.97,6900,0
. . . 2007-04-04 10:05:44,24.97,24.93,24.94,24.95,12500,0
. . . 2007-04-03 10:05:44,24.98,24.92,24.95,24.92,12400,0
. . . 2007-04-02 10:05:44,24.99,24.94,24.97,24.94,13200,0
. . . 2007-03-30 10:05:44,24.97,24.93,24.94,24.97,8800,0
. . . 2007-03-29 10:05:44,24.97,24.93,24.95,24.93,12000,0
. . . 2007-03-28 10:05:44,24.98,24.88,24.96,24.95,38200,0
. . . 2007-03-27 10:05:44,25.36,25.31,25.32,25.34,17100,0
. . . 2007-03-26 10:05:44,25.36,25.30,25.35,25.32,33100,0
. . . 2007-03-23 10:05:44,25.34,25.32,25.32,25.32,23000,0
. . . 2007-03-22 10:05:44,25.38,25.32,25.37,25.33,21200,0
. . . 2007-03-21 10:05:44,25.39,25.33,25.34,25.34,10600,0
. . . 2007-03-20 10:05:44,25.35,25.33,25.34,25.34,8700,0
. . . 2007-03-19 10:05:44,25.35,25.33,25.33,25.33,3100,0
. . . 2007-03-16 10:05:44,25.36,25.33,25.34,25.33,2800,0
. . . 2007-03-15 10:05:44,25.36,25.33,25.36,25.33,2900,0
. . . 2007-03-14 10:05:44,25.35,25.31,25.32,25.34,5200,0
. . . 2007-03-13 10:05:44,25.34,25.30,25.31,25.31,10500,0
. . . 2007-03-12 10:05:44,25.36,25.30,25.35,25.30,8800,0
. . .
. . . get symbol WPD complete. Time=[571]


Here is what I am getting back on a multi call:

-------- RAW DATA RETRIEVED FROM IQFEED (Date, Time, High, Low, Open, Close) -------------------
IQFeed command=[HD,WPD,30;]

. . .f [2007-04-23 10:05:41,66.20,65.01,65.10,66.10,111600,0]
. . . 2007-04-20 10:05:41,65.22,64.30,64.30,65.12,180600,0
. . . 2007-04-19 10:05:41,64.30,63.25,63.34,64.27,55500,0
. . . 2007-04-18 10:05:41,64.09,63.60,64.01,63.70,66300,0
. . . 2007-04-17 10:05:41,64.45,63.73,63.87,64.14,111100,0
. . . 2007-04-16 10:05:41,64.33,63.82,64.05,63.89,74300,0
. . . 2007-04-13 10:05:41,64.22,63.87,64.00,64.05,23900,0
. . . 2007-04-12 10:05:41,64.10,63.75,63.90,63.85,37400,0
. . . 2007-04-11 10:05:41,64.40,63.60,64.29,64.01,87400,0
. . . 2007-04-10 10:05:41,64.57,64.18,64.49,64.43,64500,0
. . . 2007-04-09 10:05:41,64.75,64.25,64.55,64.49,55700,0
. . .
. . . get symbol WPD complete. Time=[460]

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 28, 2008 01:45 PM          Msg. 2 of 4
As an update to this (for anyone else reading), simon33 and I have continued this discussion via chat/email. I will make sure to post any results here once we have located the issue and solution.

simon33
-Interested User-
Posts: 28
Joined: Apr 9, 2005


Posted: May 28, 2008 02:12 PM          Msg. 3 of 4
This turns out not to be a DTN issue, but an issue on my side. I was not calling disconnect on my side to allow the socket to reset before issuing another command.

Thanks to the dev staff though for the quick response.

stargrazer
-DTN Guru-
Posts: 302
Joined: Jun 13, 2005

Right Here & Now


Posted: May 28, 2008 02:27 PM          Msg. 4 of 4
If it is of any help, when I do my historical downloads, I reuse the socket (just send a new command), rather than closing and reopening another one. Of course, this becomes a bit more complicated code-wise as one needs to queue up used sockets, and then deque them on an as needed basis, and then go through the queue at the end of the program and close them all enmasse.
 

 

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