Dear all,

I would like to find out how to receive the microsecond time stamped data, as this is currently not working for me.

I have read that from the IQFeed version 5.2 this should be available. However, it does not work for any of the symbols I tried (@ES#, @NQ#, MSFT, NVDA and a few others). Could you point me in the right direction, please?

I am using windows 10, logging into IQFeed Launcher and getting the data through an API access via function HTT, such as:
"HTT,{symbol},20170101 075000,20170530 160000,,093000,160000,1\n"

The output I am getting looks like this (notice please the first column):
2017-01-03 09:30:00,2252.00,21,188907,2251.75,2252.00,524032,0,0,C

Is there a different function and/or setting I should be using instead?

The behavior is the same regardless if I use Python or R. I have not tried C# yet, but I suspect the problem is in the HTT function call.

Best regards,
Edited by pun11 on Jun 1, 2017 at 04:47 AM

Good morning,

It appears that you are not setting your protocol for the connection correctly. There are details on how to do this available here, https://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm, you will need to use the latest protocol in order to receive microsecond data.

Tim