
J
-Interested User-
Posts: 24
Joined: Jun 27, 2017
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Posted: Jul 23, 2017 01:48 PM

Msg. 1 of 5
Odd.
I'm trying to retrieve historical 1-minute bar data for SPX.XO, from 2007 - present. For example, using the following request:
HIT,SPX.XO,60,20160101 093000,,,093000,160000,1,SPX.XO_HISTORY_9b1j30oylux517pwdzq1,,s
...and the odd part is that I'm getting an early !ENDMSG! after only 2500 bars retrieved (the value of DatapointsPerSend; if I raise DatapointsPerSend to 5000, I get 5000 bars before the !ENDMSG!).
I'm *fairly sure* I've succeeded before in pulling much more than DatapointsPerSend before getting !ENDMSG!... so I wanted to check if anything changed on the IQFEED end?
- J
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J
-Interested User-
Posts: 24
Joined: Jun 27, 2017
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Posted: Jul 23, 2017 02:05 PM

Msg. 2 of 5
same thing happening with HID, for example:
HID,SPX.XO,60,5200,,070000,170000,1,SPX.XO_HISTORY_mvfc3essif69izxqh4k9,,s
returns on 2500 1-minute bars, instead of all available.
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J
-Interested User-
Posts: 24
Joined: Jun 27, 2017
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Posted: Jul 23, 2017 02:19 PM

Msg. 3 of 5
It's not symbol specific, I see the same truncation with 'SPY' and 'AAPL'.
If I set the DataPointsPerSend to 5797440 (asking server to queue all/approximately 11 years worth of 1 minute bars before sending it all down the socket), then I got 6369 lines of AAPL history 1-minute bars, covering only 2007-04-27 to 2007-05-21. This was the query:
HID,AAPL,60,5200,,070000,170000,1,AAPL_HISTORY_cwzp8cavvynj49tywc0y,5797440,s
Similarly for SPY I got only 10618 bars, covering 2007-04-23 to 2007-05-31.
Perhaps the database is down for maintenance? I should expect it to be available all weekend, no?
Thanks.
- J
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J
-Interested User-
Posts: 24
Joined: Jun 27, 2017
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Posted: Jul 23, 2017 06:21 PM

Msg. 4 of 5
This is not an IQFEED issue but rather something to do with my code, since I can checkout an earlier version of my code and the earlier code retreives symbols far beyond the 2500; it works correctly.
Still puzzling over what the problem could be, so suggestions welcome.
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J
-Interested User-
Posts: 24
Joined: Jun 27, 2017
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Posted: Jul 23, 2017 07:43 PM

Msg. 5 of 5
Yep, Nevermind. This was all user error on my part.
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