Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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.
 

 

Time: Sun June 16, 2024 6:27 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003