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KimJ has contributed to 14 posts out of 21199 total posts
(0.07%) in 3,731 days (0.00 posts per day).
20 Most recent posts:
Found it. Thanks Jay!
Is it possible to receive news headlines as a stream?
Thanks Tim. Suppose I should actually _read_ the documentation :)
I'm unable to get the news api working. I've tried the NHL request with no success:
NHL,,,Text,,,
Here's the documentation I've found, please point towards any examples or other docs:
http://www.iqfeed.net/dev/api/docs/NewsLookupviaTCPIP.cfm
https://www.iqfeed.net/dev/api/docs/StreamingNewsMessageFormat.cfm
Thx, Kim
Thanks Tim
Yes, not managing splits and dividends is a serious concern. In my opinion it makes the data feed of questionable value for any form of back testing. I look forward to any updates on the matter.
Kim
Thanks Tim.
1. If splits are applied to all historical data when they are reported to you, are you not typically notified in advance of the split date? How is the notification passed on?
2. Can you explain what you mean by "Dividends are not done generally"?
3. To be clear, is there no means available to access the historical split and dividend dates from DTN?
Thx, Kim
bump
Thanks Tim.
How exactly are the splits applied? Does the HDT request shown here then result in different values for March data after the split 2:1 that occurred in May? If this is correct, when does the data change?
It seems then that daily prices are actually the adjusted price.
Are dividends also applied to daily but not intra?
And related, how do I query for split and dividend dates?
Thx, Kim
I understand dtn historical data does not include dividends and splits, please confirm if this is correct.
Second, I'm finding cases where the intra and daily historical data disagree, one example below. Why are the daily candle prices half of the hourly?
intra candles:
HIT,SSO,3600,20150323,20150324,,1
2015-03-23 20:00:00,134.1000,134.0600,134.0600,134.1000,2831484,600, 2015-03-23 19:00:00,134.0900,133.9000,133.9200,134.0900,2830884,3525, 2015-03-23 18:00:00,134.0000,133.9000,133.9300,133.9200,2827314,3490, 2015-03-23 17:00:00,134.2200,133.9500,134.2200,134.2200,2823771,46979, 2015-03-23 16:00:00,135.1500,134.1900,135.0700,134.2000,2776588,475921, 2015-03-23 15:00:00,135.4100,134.9600,134.9900,135.0800,2289364,304681, 2015-03-23 14:00:00,135.1500,134.8800,135.0500,135.0000,1976412,220053, 2015-03-23 13:00:00,135.2800,134.7900,135.0100,135.0699,1750368,211005, 2015-03-23 12:00:00,135.3200,134.8700,135.1900,135.1000,1530580,326462, 2015-03-23 11:00:00,135.5600,135.0100,135.1100,135.1700,1191630,566126, 2015-03-23 10:00:00,135.3900,134.5400,134.5500,135.1000,608140,581461, 2015-03-23 09:00:00,134.5500,134.3600,134.4700,134.4500,8451,3300, 2015-03-23 08:00:00,134.5000,134.0800,134.1000,134.5000,5100,3700, 2015-03-23 07:00:00,134.0700,133.9500,134.0700,133.9500,1400,1100, 2015-03-23 06:00:00,134.2000,134.2000,134.2000,134.2000,300,300,
daily candles
HDT,SSO,20150323,20150324,,1
2015-03-23 00:59:20,67.7800,67.0950,67.3450,67.1100,2831484,0, 2015-03-24 00:59:20,67.3300,66.2650,66.9800,66.2950,3486041,0,
https://ca.finance.yahoo.com/q/hp?s=SSO&a=02&b=20&c=2015&d=02&e=29&f=2015&g=d
That worked, thanks Steve.
I am unable to retrieve daily historical data for 2014-07-17 the following equities: CBG KEY VAR SYY
HDT,SPY,20140717,20140717,,1,zSPY zSPY,2014-07-17 17:45:29,198.1000,195.4300,197.3500,195.7100,135655154,0, zSPY,!ENDMSG!,
HDT,CBG,20140716,20140716,,1,zCBG zCBG,2014-07-16 17:45:30,33.0600,32.7050,32.9000,32.9000,1592138,0, zCBG,!ENDMSG!,
HDT,CBG,20140717,20140717,,1,zCBG zCBG,E,!NO_DATA!,, zCBG,!ENDMSG!,
HDT,KEY,20140716,20140716,,1,zKEY zKEY,2014-07-16 17:45:32,14.4550,14.1100,14.4500,14.1900,13435034,0, zKEY,!ENDMSG!,
HDT,KEY,20140717,20140717,,1,zKEY zKEY,E,!NO_DATA!,, zKEY,!ENDMSG!,
HDT,VAR,20140716,20140716,,1,zVAR zVAR,2014-07-16 17:45:34,85.0200,84.2750,84.8400,84.9100,427134,0, zVAR,!ENDMSG!,
HDT,VAR,20140717,20140717,,1,zVAR zVAR,E,!NO_DATA!,, zVAR,!ENDMSG!,
HDT,SYY,20140716,20140716,,1,zSYY zSYY,2014-07-16 17:45:36,37.0800,36.7300,37.0000,37.0800,2061784,0, zSYY,!ENDMSG!,
HDT,SYY,20140717,20140717,,1,zSYY zSYY,E,!NO_DATA!,, zSYY,!ENDMSG!,
Thanks Loren. I see the daily candle now but nothing for the interval.
HIT,S,60,20130711 093000,20130711 155959,,,,1,,,s E,!NO_DATA!,, !ENDMSG!,
Could someone take a look at this?
History is missing for S (Sprint) on 2013-07-11
HDT,S,20130711,20130711,,1 E,!NO_DATA!,,
HIT,S,60,20130711 093000,20130711 155959,,,,1,,,s E,!NO_DATA!,,
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