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»Forums Index »Archive (2017 and earlier) »Data and Content Support »How far back for minute & Second data for stocks
Author Topic: How far back for minute & Second data for stocks (5 messages, Page 1 of 1)

cunparis
-Interested User-
Posts: 29
Joined: Jan 1, 2009


Posted: Mar 14, 2009 05:23 AM          Msg. 1 of 5
I'm curious how far back minute & second data goes for stocks?

Minute data for ES goes back to around oct 2005, but what about second data?

cunparis
-Interested User-
Posts: 29
Joined: Jan 1, 2009


Posted: Mar 14, 2009 09:48 AM          Msg. 2 of 5
For example i find that some stocks don't have minute data. AXB is an example. Is there a reason why it wouldn't have minute data?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 14, 2009 09:56 AM          Msg. 3 of 5
Im not sure why you wouldn't be getting minute data on AXB. I just pulled minute data and it goes back to October 1 2008. Are you unable to retrieve minute data on other symbols as well?

In general, this is what we are storing:
30 calendar days of tick (includes pre-post market) and several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data .

We don't currently store second data intervals. The 30 days of tick data is only available during non regular market hours. During regular market hours, the tick data is limited to 8 calendar days.

Jay Froscheiser
DTN - Trading Markets

cunparis
-Interested User-
Posts: 29
Joined: Jan 1, 2009


Posted: Mar 14, 2009 04:01 PM          Msg. 4 of 5
I was trying to get ABX from Jan 2008 to present. If it only goes back to oct 2008 that would explain it. But why is there only data from oct 2008 if you stock several years of 1 minute history?

Thanks for the info on the tick/second intervals. I'll take that into account.

One final question, when recovering minute data, I find that it's fast from 2009 but if I go back to early 2008 it's very very slow. Is this a known limitation?

cunparis
-Interested User-
Posts: 29
Joined: Jan 1, 2009


Posted: Mar 14, 2009 04:49 PM          Msg. 5 of 5
For some symbols I see the number of seconds going up to 27 seconds without an update. Here is an update from my application:

2009-03-14 22:44:30:027 (IQ) Data.Bars.GetBarsNow: instrument='AIPC' from='2009-02-23' to='2009-03-13' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2009-03-14 22:44:57:403 (IQ) Data.Bars.GetBarsNow: instrument='MYGN' from='2009-02-23' to='2009-03-13' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0

27 seconds. While others take 4.
 

 

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