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»Forums Index »Product Support »POLLS & SURVEYS »Feature Survey Part 2 - Historical Data Retrieval
Author Topic: Feature Survey Part 2 - Historical Data Retrieval (3 messages, Page 1 of 1)

DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004

DTN Market Access, LLC.


Posted: Oct 5, 2004 12:14 PM          Msg. 1 of 3
Again, this is mostly directed at 3rd party developers - but everyone feel free to comment and offer criticism or recommendations.

Much like I discussed in Part 1 (http://forum.dtniq.com/index.cfm?page=topic&topicID=232) with Level 1 data, we've been noticing a marked increase in the requests for historical data, also. A lot of these requests are for the last minute, cycling through very large sets of symbols; all equities, for example - or a large portion of them.

1. Is the reason for this to eliminate the need to maintain historical data in your app, by just requesting it from our servers? If not, why the massive numbers of requests?

2. If there was functionality in IQFeed or the Level 1 servers to provide minute bars, would you use it?

3. We're currently working to add second resolution to historical data, as well as tick corrections. Is there any other functionality you would like to see in history retrieval?

We really want to try and make IQ and IQFeed the best products for our customers that we can, and your feedback helps us do that.

Tim Russell
Software Engineer
DTN IQ & FinWin

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 5, 2004 04:33 PM          Msg. 2 of 3
"Is there any other functionality you would like to see in history retrieval?"

Total number of trades would be a useful additional data field.

There is no way to request the 1-minute bars for yesterday without also getting todays.

kyle_schlosser
-Interested User-
Posts: 1
Joined: Jan 3, 2005


Posted: Jan 5, 2005 03:11 PM          Msg. 3 of 3
I would like to be able to watch a symbol on a per tick basis, 1 minute, ..., 1 month. I can implement this myself of course by tracking the ticks, but it would be better if it were done in the DTN machinery so that there is no error introduced by clock differences. What I am getting at is that I would like a bar given in realtime from a watch, or returned from the historic server to contain the exact same data.

Kyle
 

 

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