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| Author | Topic: Historical data (3 messages, Page 1 of 1) |
 gelo2000 -Interested User- Posts: 15 Joined: Jan 28, 2009 |
Posted: Feb 26, 2009 09:59 AM
Msg. 1 of 3
Hello
I would like to know the exact semantics of timestamp fields in the HIT request and its response. Namely, this scenario looks strange to me: ------------------------------------------------ $ telnet localhost 9100 >HIT,MSFT,60,20090224 200100,20090224 200100 <2009-02-24 20:02:00,16.7000,16.7000,16.7000,16.7000,122673954,5600, ------------------------------------------------ Asking for data between 20:01:00 and 20:01:00 returns historical data for 20:02:00? Thank You |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Feb 27, 2009 09:08 AM
Msg. 2 of 3
I have discussed this with the server team and we have come to the conclusion that this is working as intended.
This is essentially a side effect of how IQFeed labels interval data. The datapoint returned above (labeled 20:02:00) represents the trades that occured between 20:01:00 and 20:01:59. The request is for data including 20:01:00 so the datapoint returned fits in the timeframe requested. |
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gelo2000 -Interested User- Posts: 15 Joined: Jan 28, 2009 |
Posted: Mar 2, 2009 05:44 AM
Msg. 3 of 3
Hello,
> The datapoint returned above (labeled 20:02:00) represents the trades that occured between 20:01:00 and 20:01:59. The request HIT,MSFT,60,20090224 200100,20090224 200100 does not refer to the interval [20:01:00, 20:01:59], it actually refers to an empty interval [20:01:00, 20:01:00). Or at least that's how I understand the semantics. Edited by gelo2000 on Mar 2, 2009 at 05:45 AM |
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