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)




"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"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
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"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 just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"Everything is working great with the API. I love it." - Comment from Calvin
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
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »Add Basis of Trade to Historical Interval Calls
Author Topic: Add Basis of Trade to Historical Interval Calls (5 messages, Page 1 of 1)

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Jun 4, 2020 10:59 PM          Msg. 1 of 5
Refering to this page http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

When we do a Tick request (HTX, HTD, and HTT) we have "Basis For Last" returned with a value of C,E,O,S

This is great as we can ignore out or market trades if we choose to.

The issue is when we do interval requests (HIX, HID, and HIT) we don't have that same value.

Can you please add "Basis For Last" to these calls.

There may be confusion about what to do when there are C's and E's in the one interval. Perhaps a better alternative is to allow us to include a string of "Basis" which we require in the call.

eg HTD,[Symbol],[MaxDays],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[DataDirection],[RequestID],[DatapointsPerSend][BasisToInclude]<CR><LF>

BasisToInclude would be optional but I could enter 'CS' if I wanted to only include Qualified Trades and Settles.

HTX example
Request: HTT,GOOGL,20190409 000000,20190409 235959,10,155959,160004,1,TESTREQUEST,C<CR><LF>

Note the ",C" on the end.

I know that this could also be filtered with start and end times, but then we fall into issues with time zones for non-EST markets.

Thanks for considering

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Jun 4, 2020 11:16 PM          Msg. 2 of 5
Actually I just noticed that the session times are not set in the Fundamental "F" response, so I can not use that to filter in/out of market minute bars.

It would be really helpful if those values were set for all securities.

Thanks

MV

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010


Posted: Jun 4, 2020 11:23 PM          Msg. 3 of 5
Hello MV_opt

I will have our developer support team review your request

Thanks
Todd

DTN_Gary_Stephen
-DTN Guru-
Posts: 393
Joined: Jul 3, 2019


Posted: Jun 11, 2020 07:41 AM          Msg. 4 of 5
This has been submitted as a formal request.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

MV_opt
-Interested User-
Posts: 19
Joined: Jun 3, 2020


Posted: Aug 23, 2020 09:59 PM          Msg. 5 of 5
Just looking at Derivative bars as an option to reduce the amount of data we need to process. Unfortunately I can not use these without knowing if they are in market or extended trades. Can you please add Derivative Bars to that request.
 

 

Time: Mon February 26, 2024 8:07 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003