
adrian
-Interested User-
Posts: 28
Joined: Oct 24, 2008
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Posted: Jan 17, 2010 04:03 PM

Msg. 1 of 3
I'm trying to get a set of 1min bars back starting at 9:30 EST and going for the next 20 minutes. I connect from Java using the TCP/IP and send:
HIT,SKF,60,20100115 093000,20100115 095000,21,093000,160000,1,HIT_1,5
As I understand it, this should give data for 'SKF' in 1min (60 sec) bars, for Friday Jan 15th 2010 from 9:30am-9:50am. It will give a max of 21 bars and filters out after hours data.
What I get is:
HIT_1,2010-01-15 17:03:00,22.7000,22.7000,22.7000,22.7000,11787379,150, HIT_1,2010-01-15 17:05:00,22.6900,22.6900,22.6900,22.6900,11791379,4000, HIT_1,2010-01-15 17:28:00,22.7000,22.7000,22.7000,22.7000,11791879,500, HIT_1,2010-01-15 17:30:00,22.7200,22.7200,22.7200,22.7200,11791979,100, ...
So it's not starting when I requested and it's giving after hours data which I said should be filtered. I tried this with similar dates on a number of other stocks and they all behaved similarly.
Ideas for what I can do to fix this?
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