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drjubbs has contributed to 3 posts out of 21251 total posts
(0.01%) in 536 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? |
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