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)




"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"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
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"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
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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
Viewing User Profile for: Denny
About Contact
Joined: Feb 28, 2018 05:21 PM
Last Post: Feb 28, 2018 06:17 PM
Last Visit: Mar 2, 2018 01:24 AM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
Denny has contributed to 2 posts out of 21191 total posts (0.01%) in 2,256 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » MaxDatapoints in historical tick queries Feb 28, 2018 06:17 PM (Total replies: 2)

So if I'm understanding this correctly, it selects (up to) MaxDatapoints results, and then filters. Is there a way to query a specific number of C trades?

IQFeed Developer Support » MaxDatapoints in historical tick queries Feb 28, 2018 05:37 PM (Total replies: 2)

In testing out some of the tick queries, I get far fewer than the MaxDatapoints I specify. For a random day of Google:

HTD,GOOG,1,1
!ENDMSG!,

HTD,GOOG,1,10
!ENDMSG!,

HTD,GOOG,1,20
2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,
!ENDMSG!,

(same two results for 50 and 100)

HTD,GOOG,1,200
2018-02-28 17:30:44,1105.81,100,1874094,1105.04,1109.35,15821,0,0,E,
2018-02-28 17:30:23,1106.19,200,1873993,1105.04,1106.19,15819,0,0,E,
2018-02-28 17:06:25,1106.88,122,1873382,1106.50,1108.70,8383,0,0,E,
2018-02-28 16:54:49,1106.01,100,1873221,1106.01,1106.88,5949,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872820,1104.88,1106.88,3922,0,0,E,
2018-02-28 16:41:29,1105.80,100,1872720,1104.88,1106.88,15754,0,0,E,
2018-02-28 16:36:42,1105.60,128,1870002,1104.88,1105.80,3918,0,0,E,
!ENDMSG!,


I get this same behavior when using HTT, querying from 000000 to 235959 within a prior day.

Our assumption was that a MaxDatapoints setting of 1 would be an easy way to indicate if any trades happened during that time period, but it seems to be very unreliable and often returns 0 results even when many ticks occurred during the queried time period.

Any suggestions?


Edited by Denny on Feb 28, 2018 at 05:40 PM


Time: Thu May 2, 2024 5:27 PM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003