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"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
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"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
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jburford has contributed to 3 posts out of 21196 total posts (0.01%) in 3,187 days (0.00 posts per day).

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IQFeed Developer Support » historical data resolution Sep 1, 2015 06:59 PM (Total replies: 3)

OK thanks for the reply Tim. All helpful points. I'm trying to match up your tick data now with the aggregated per second data I got with the HIT query. I am now just trying to get tick data from this past trading session like so:

HTX,SPY,46800

My Java client just hangs reading from the socket. Any ideas on what's happening or what I may be doing wrong?

Thanks!

IQFeed Developer Support » historical data resolution Aug 31, 2015 06:29 PM (Total replies: 3)

Hello.

I am using the following HIX API command to request historical data:

HIX,SPY,1,1404000,0

I was attempting to request 1 second data for approximately the last 60 days. I set max data points (1404000) by multiplying the number of seconds in a trading day (23400) by 60. I did get 1404000 data points, however the time between data points varied from 2 seconds all the way up to over 15 seconds. However, if I lower my number of days back to about 20 (468000 data points), I get just one second between every data point.

I have a couple questions:

- how can I restrict my request to return only data points inside primary market hours (9:30 - 4PM ET)?
- I thought I could get 1 second resolution going back 180 calendar days. Do I need to use some other API call or modify the one I am currently using?

Thanks!

IQFeed Developer Support » historical futures data Aug 29, 2015 05:03 PM (Total replies: 1)

Hello.

I saw in past release notes that you guys support historical futures data. However, when I look at the Java sample code and the API docs, I don't see clearly where I can submit queries for historical data. Do you guys support this and if so what API call(s) do I need to make in order to query this data?

Thanks!


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