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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »Request History Data by Datetime Range
Author Topic: Request History Data by Datetime Range (3 messages, Page 1 of 1)

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Jul 19, 2005 11:39 PM          Msg. 1 of 3
This has 3 parts:

1) It would be wonderful, via the sockets, to request data by date-time ranges.

I.e., HM,IBM,1,309203823-2039230923

would request IBM minute data in 1 minute intervals for all data available between datetime 1 and datetime 2. (the example is seconds since epoch, but they're not valid values of course)


2) Also, it would be wonderful to request the number of symbols that lie in a date-time range, so that I know how many I can expect when I actually request the data. Would be very useful.


3) Also, requesting history data in reverse order would be very useful, as well. (via the sockets)


If you implemented either 3 or 2 I think you'd also be providing 1 (theoretically).
Edited by squirlhntr on Jul 19, 2005 at 11:39 PM

swhitney
-Interested User-
Posts: 21
Joined: Nov 3, 2005


Posted: Dec 14, 2005 10:24 AM          Msg. 2 of 3
I second this request.

And further, we should be able to draw X number of bars from the history as well.

The nature of charting is that it is fractal in nature. It is in reality time indepenedent.

That is to say, if I showed you two charts, one at 15 minutes, and another that was daily or hourly, you couldn't tell what the time frame was unless I told you.

That having been said, as I maintain my data locally, I want to keep X bars of data in storage, not X days.

X days of data would requires some sort of parsing work to figure out how to get and keep X bars of data, taking into consideration overnight sessions, market hours and most importantly interval.

It would be helpful to have both a call by date range, and a set number of bars, and an ideal planet would allow combining both together.

Scott

swhitney
-Interested User-
Posts: 21
Joined: Nov 3, 2005


Posted: Dec 14, 2005 10:29 AM          Msg. 3 of 3
Being able to exclude non regular session data would also be nice but I know thats asking to much.
 

 

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