DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal

"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »Data Questions »Missing OHLC for an SPX option via API call

Author	Topic: Missing OHLC for an SPX option via API call (2 messages, Page 1 of 1)
q1_uk -Interested User- Posts: 1 Joined: Feb 12, 2021	Posted: Feb 12, 2021 09:01 AM Msg. 1 of 2 Hi, On doing an HDX API request like the following (and only this ticker so far, all other tickers I have checked are OK) there are missing dates. It appears as if data is maybe only returned for a day if the ticker has volume for that day? HDX,SPXW2131X3700,10,0,H_0000000000,10,1 returns: [ ['H_0000000000', '2021-02-09', '260.30', '260.30', '260.30', '260.30', '200', '773', '], ['H_0000000000', '2021-02-05', '273.95', '273.95', '273.95', '273.95', '1', '573', '], ['H_0000000000', '2021-02-01', '324.48', '324.23', '324.48', '324.23', '2', '574', '], ['H_0000000000', '2021-01-28', '309.37', '308.78', '308.78', '309.37', '2', '574', '], ['H_0000000000', '2021-01-26', '278.80', '278.80', '278.80', '278.80', '4', '574', '], ['H_0000000000', '2021-01-20', '275.00', '273.20', '275.00', '273.20', '350', '574', '], ['H_0000000000', '2021-01-12', '291.17', '291.17', '291.17', '291.17', '5', '227', '], ['H_0000000000', '2021-01-08', '280.11', '280.11', '280.11', '280.11', '1', '232', '], ['H_0000000000', '2021-01-05', '337.49', '318.21', '337.49', '320.43', '3', '231', '], ['H_0000000000', '2021-01-04', '343.93', '343.93', '343.93', '343.93', '5', '230', '] ] Am I doing something wrong here or it supposed to work like this? Thx!
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Feb 22, 2021 07:30 AM Msg. 2 of 2 Yes, it's supposed to work like that. In general, historical requests will only return data for time periods in which trades exist. This is also true of the HID, HIX and HTT commands. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist