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)

"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum

"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 am very pleased with the DTNIQ system for quotes and news." - Comment from Larry

"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate

"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

"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John

"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post

"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

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 »Archive (2017 and earlier) »Data and Content Support »Understanding intraday vs EOD futures data

Author	Topic: Understanding intraday vs EOD futures data (3 messages, Page 1 of 1)
darkpool -Interested User- Posts: 9 Joined: Jul 17, 2015	Posted: Aug 12, 2015 08:29 AM Msg. 1 of 3 Hi, In terms of continuous contracts, if I request 1 day of EOD data using HDT for @ES# on 2014-01-28 I will get: Open: 1771.25 High: 1797.00 Low: 1771.00 Close: 1788.25 If a request 1 minute (60 second) data for the same day of @ES# data using HIT, but requesting data for the entire day (24hrs): the high of the day is: 1801.25 the low of the day is: 1775.50 Am I correct that requesting daily bars using HDT returns the RTH session? How can the low of the day for the intraday 60second data which includes the entire 24hour day, be higher than the RTH session low. According the 60second data, the market never traded as low as 1771.00. Also, the 60second high of day is lower than the RTH high of day. What am I not understanding? Is it something to do with back adjusting?
darkpool -Interested User- Posts: 9 Joined: Jul 17, 2015	Posted: Aug 12, 2015 10:06 AM Msg. 2 of 3 Here's a screenshot to illustrate my question. It contains a 5minute chart for the entire 24hour period of 2014-01-28 and a smaller image within of the daily bar. Please could someone reply. File Attached: 3.png (downloaded 1832 times)
DTN_LorenF -DTN Technical Support- Posts: 228 Joined: May 11, 2004	Posted: Aug 12, 2015 12:28 PM Msg. 3 of 3 Darkpool Since the e-mini S&P is exclusively a electronic the term RTH may not be correct. Here is the trading hours from the CME web site in Central time: Trading Hours MON – FRI: 5:00 p.m. previous day – 4:15 p.m.; trading halt from 3:15 p.m. – 3:30 p.m. Our data does comes in with an Eastern Time stamp so the time for the data is 18:00 on 1-27-2014 through 17:15 on 1-28-2014 for the daily bar data. For the intraday data of any minute data you may need to look at the OHLC the same as the daily stamp. Loren