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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Why realtime bars data is not the same as history?

Author	Topic: Why realtime bars data is not the same as history? (5 messages, Page 1 of 1)
bambaleo -Interested User- Posts: 3 Joined: Oct 23, 2019	Posted: Oct 23, 2019 01:38 AM Msg. 1 of 5 Hello, I've come across strange issue: I subscribed realtime bars data using BW request via derivatives port and got: BC,@VX#C,2019-10-22 10:29:00,16.100,16.100,16.100,16.100,13604,8,, BC,@VX#C,2019-10-22 10:30:00,16.100,16.150,16.100,16.100,13563,3,, BC,@VX#C,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13730,16,, BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,, BC,@VX#C,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,15603,637,, BC,@VX#C,2019-10-22 10:34:00,16.100,16.150,16.100,16.150,16028,338,, BC,@VX#C,2019-10-22 10:35:00,16.150,16.160,16.140,16.150,16634,577,, then I requested bars (HIT request) using lookup port 42,2019-10-22 10:29:00,16.150,16.100,16.100,16.150,13607,11, 42,2019-10-22 10:30:00,16.150,16.100,16.100,16.100,13783,3, 42,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13950,16, 42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177, 42,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,16036,637, 42,2019-10-22 10:34:00,16.150,16.100,16.100,16.150,16461,338, 42,2019-10-22 10:35:00,16.150,16.150,16.150,16.150,17083,593, Lookup port data has more aggregated ticks in comparison with data from derivatives port. Also If I request history ticks, I get more records than Level1 ticks. Why? Is there any way to receive the same data from Level1, Lookup and Derivatives ports? Regards
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Oct 23, 2019 03:57 PM Msg. 2 of 5 I am looking into this now, and will post an answer soon. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
bambaleo -Interested User- Posts: 3 Joined: Oct 23, 2019	Posted: Dec 3, 2019 07:53 AM Msg. 3 of 5 any news?
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Dec 3, 2019 10:47 AM Msg. 4 of 5 Yes, I apologize for not replying until now. But I can answer your question: The HIT function defaults to having the time label at the beginning of the interval. So in your example: HIT,@VX#C,60,20191022 102800,20191022 103400,,,,1 2019-10-22 10:28:00,18.300,18.250,18.250,18.300,13607,11,0, 2019-10-22 10:29:00,18.300,18.250,18.250,18.250,13783,3,0, 2019-10-22 10:30:00,18.250,18.250,18.250,18.250,13950,16,0, 2019-10-22 10:31:00,18.300,18.250,18.250,18.250,15371,1177,0, 2019-10-22 10:32:00,18.250,18.250,18.250,18.250,16036,637,0, 2019-10-22 10:33:00,18.300,18.250,18.250,18.300,16461,338,0, 2019-10-22 10:34:00,18.300,18.300,18.300,18.300,17083,593,0, The time period designated 10:29:00 is the beginning of the interval; this interval covers the time from 10:29:00 to 10:29:59.99999. It is possible to make this request such that the time period labeled 10:29:00 ends at 10:29 instead of starting at 10:29. That parameter is called LabelAtBeginning, and you have to enter a 0 there: HIT,@VX#C,60,20191022 102800,20191022 103400,,,,1,,,,0 This will return: 2019-10-22 10:29:00,18.300,18.250,18.250,18.300,13607,11,0, 2019-10-22 10:30:00,18.300,18.250,18.250,18.250,13783,3,0, 2019-10-22 10:31:00,18.250,18.250,18.250,18.250,13950,16,0, 2019-10-22 10:32:00,18.300,18.250,18.250,18.250,15371,1177,0, 2019-10-22 10:33:00,18.250,18.250,18.250,18.250,16036,637,0, 2019-10-22 10:34:00,18.300,18.250,18.250,18.300,16461,338,0, 2019-10-22 10:35:00,18.300,18.300,18.300,18.300,17083,593,0, The time period designated 10:29:00 is now the time period beginning at 10:28:00.0000001 and ending at 10:29:00. You can see that the time period with 11 volume is labeled 10:28 in the first example and 10:29 in the second. So you can make the timeframes of the history command match those of a watch command if you want. Sincerely, Gary Stephen DTN IQFeed API Support Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
bambaleo -Interested User- Posts: 3 Joined: Oct 23, 2019	Posted: Dec 3, 2019 11:33 AM Msg. 5 of 5 Thanks for response, but time labelling is not the case. In your example nothing changes except timestamps. In my case volume values are completely different: realtime: BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,, volume=964 history: 42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177, volume=1177 It doesn't look like LabelAtBeginning issue