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Viewing User Profile for: shanezilla
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Joined: Jun 11, 2020 05:38 PM
Last Post: Jul 16, 2020 04:56 PM
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shanezilla has contributed to 3 posts out of 21196 total posts (0.01%) in 1,439 days (0.00 posts per day).

20 Most recent posts:
IQFeed API Questions » HIT: Missing data or data compression? Jul 16, 2020 04:56 PM (Total replies: 3)

Ok, I see.

So for these periods price has not changed and volume is zero.

Thanks,
Shane

IQFeed API Questions » HIT: Missing data or data compression? Jul 16, 2020 04:36 PM (Total replies: 3)

I have been using the HIT command to retrieve historical 1-min (60 second) data and I have come across a scenario where the time sequence skips.

Specifically, for the ESH10 contract the retrieved 1-min data skips from ESH10 "2010-01-03 17:46:00" to "2010-01-03 17:48:00". Bypassing "2010-01-03 17:47:00".

Is this missing data? Or is this a data compression technique of some sort? Missing bar = previous bar?

Thanks,
Shane

IQFeed API Questions » HTT: BeginTime and EndTime precision Jun 11, 2020 05:46 PM (Total replies: 1)

The v6.1 API docs for HTT indicate the format for [BeginDate BeginTime] and [EndDate EndTime] is CCYYMMDD HHmmSS.

Are seconds the highest level of precision available for this request? Data for this request is returned to the microsecond level of precision.

Is it possible to request data to the nearest microsecond?

If not then any suggestions on a good strategy for eliminating the inevitable duplicate data across multiple requests?

Thanks,
Shane


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