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