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 am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"Excellent datafeed !!!" - Comment from Arely
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Everything is working great with the API. I love it." - Comment from Calvin
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: drjubbs
About Contact
Joined: Mar 24, 2023 10:47 AM
Last Post: Apr 7, 2023 09:28 AM
Last Visit: Apr 7, 2023 09:28 AM
Website:  
Location:
Occupation:
Interests:
Email: jeff@rockytop.net
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
drjubbs has contributed to 3 posts out of 21185 total posts (0.01%) in 393 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » How to create bar from tick data Apr 7, 2023 09:28 AM (Total replies: 22)

Thanks! It was the older protocol tripping me up, and a stupid mistake. I was setting the protocol on the admin port but not the history port.

I actually want LabelAtBeginning=1, the 0 in my command was an error. I initially left this parameter off, because I read the default was LabelAtBeginning=1. But I guess the default changed between protocol versions, which is why I later manually specified it (but then did so incorrectly).

Now to fetch a day's data with 0:00 being the first bar, I'm doing:

HIT,@ES#,60,20221101 000000,20221201 000000,,,,,,,s,1\r\n

Which is giving me what I want.

IQFeed Developer Support » How to create bar from tick data Mar 31, 2023 01:37 PM (Total replies: 22)

I basically see it every day:

HIT,@ES#,60,20221101,20221101,,,,,,,0\r\n

Here's the beginning of the reply, 0:00 is missing...

datetime high low open last volume
11/1/2022 0:01 3898 3897.5 3897.5 3897.75 63
11/1/2022 0:02 3897.75 3896.75 3897.75 3897 66
11/1/2022 0:03 3897.25 3896.5 3897 3896.75 60
11/1/2022 0:04 3896.75 3896.25 3896.75 3896.5 72


And here's the response around the transition to overnight trading. 17:00 has a trade, which it shouldn't if we're labeling beginning of period, and 18:00 is missing.

datetime high low open last volume
11/1/2022 16:59 3862.25 3861.75 3862 3862.25 255
11/1/2022 17:00 3862.25 3861.75 3862.25 3861.75 261
11/1/2022 18:01 3865.75 3862.75 3863 3864.25 539
11/1/2022 18:02 3864.5 3863.25 3864.5 3863.25 116

IQFeed Developer Support » How to create bar from tick data Mar 24, 2023 10:55 AM (Total replies: 22)

I'm having some trouble which I think is related to this topic. I'm making a HIT request for @ES#, 60 second interval.

I notice that 0:00:00 is missing for the day and after-hours trading starts at 18:01:00. This would be consistent with LabelAtBeginning being set to 0, but I tried using the default (which should be 1) and explicitly setting this argument to 1, and neither changed the result.

Am I doing something wrong? What am I missing?


Time: Fri April 19, 2024 8:52 PM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003