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Joined: Sep 22, 2004 10:30 AM
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gautham has contributed to 6 posts out of 21185 total posts (0.03%) in 7,156 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Order or historic requests May 6, 2005 10:08 AM (Total replies: 3)

When I request historic tick data I get the data in reverse time order. That is, for example,

The ticks will have timestamps like so:
16:00:00
15:59:00
15:58:00

etc.

Is it possible to download them in ascending timestamp order?


What is meant by "regional" exchanges? I am also trying to get data at second level for past tick data for highly trades stocks such as MSFT. I can only get at the minute level. I am using the TCP to connect to the iqfeed.


How do I automate the login process with in my code?
Does it involve com programming?
Can you give me an example?


I would like to automate downloading historical data.
I do not want to be asked userid and password when I download the data.
I would like to download data after close every day.

Is there a way to automate this?


I found out that it is pretty simple. I was not able to get historical data before because after using registerclientapp function I was using the statement
SOCKET iqSocket;
struct sockaddr_in addr;
addr.sin_family = AF_INET;
addr.sin_port = htons( 9100 );
addr.sin_addr.S_un.S_addr = inet_addr("127.0.0.1");
memset(&addr.sin_zero, 0, sizeof(addr.sin_zero));

connect( iqSocket(struct sockaddr*)&addr,sizeof(addr))
// connect to the server
send( iqSocket,"S,KEY\r\n", 7, 0); // Should NOT be using this statement.

and then doing
char iqCommand[ 15 ];
memset( iqCommand, 0, sizeof( iqCommand ) );
strcpy( iqCommand, "HD,IBM,5;" );

send( iqSocket, iqCommand, static_cast<int>( strlen( iqCommand ) ), 0 );
The statement
send( iqSocket,"S,KEY\r\n", 7, 0);
seems to have somehow not get the historical data. After removing this statement I do get historical data.


I am having problem downloading historical data using TCP/IP in Visual C++.
I do not see any example of this in the sample files I got from IQFEED.
I need a complete but simple example showing me how exactly to go about doing this
in a console application.


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