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»Forums Index »IQFeed Developer »IQFeed Developer Support »Get consistent historical daily data
Author Topic: Get consistent historical daily data (4 messages, Page 1 of 1)

913alerts
-Interested User-
Posts: 2
Joined: Sep 25, 2020


Posted: Sep 25, 2020 07:43 AM          Msg. 1 of 4
Hello,

I've been playing with your API the last couple of days and was hoping you could explain me what I'm doing wrong.

What I do:
HDX,AAPL,1460


What I expect:
1460 datapoints that have the same data (and yes an extra day when it has opened) whether I call it now, in a few hours or tomorrow.

What I get:
ALL data keeps on changing.
I've pasted one day (2020-05-28) below from my DB; it shows a constantly changing datetime with also a different OHLC for historical data that shouldn't change anymore?


240390837 AAPL DAILY 1590696693 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 20:11:33
240390836 AAPL DAILY 1590696692 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 20:11:32
240390835 AAPL DAILY 1590682292 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 16:11:32
240390834 AAPL DAILY 1590669994 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 12:46:34
240390833 AAPL DAILY 1590667893 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 12:11:33
240390832 AAPL DAILY 1590667892 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 12:11:32
240390831 AAPL DAILY 1590661699 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 10:28:19
240390830 AAPL DAILY 1590653493 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 08:11:33
240390829 AAPL DAILY 1590639093 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 04:11:33
240390828 AAPL DAILY 1590639092 79.19250000 80.86000000 78.90750000 79.56250000 iqfeed 0 2020-05-28 04:11:32
240390827 AAPL DAILY 1590624693 79.03500000 79.67750000 78.27250000 79.52750000 iqfeed 0 2020-05-28 00:11:33
240390826 AAPL DAILY 1590624692 79.03500000 79.67750000 78.27250000 79.52750000 iqfeed 0 2020-05-28 00:11:32


Would love to hear what I'm overlooking.
Edited by 913alerts on Sep 25, 2020 at 07:44 AM
Edited by 913alerts on Sep 25, 2020 at 07:44 AM

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 141
Joined: Jul 3, 2019


Posted: Sep 28, 2020 07:14 AM          Msg. 2 of 4
HDX is a daily data command. It returns the last X number of days. HDX,AAPL,1460 would return the last 1,460 days, not different times within the same day.

Having said that, do you send this command multiple times within a day? What you may be collecting are partial datapoints for the current day. If you are specifying S,SET PROTOCOL 6.1 (which you should be doing, unless you have backwards compatibility reasons for doing otherwise), then the HDX command will include a partial datapoint for today. The HDX command doesn't return a time, so I'm guessing the timestamp in your DB is the time you sent the request.

Having said that, I'm not sure how you could get different results for 5-28, unless you were making these requests on 5-28.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

913alerts
-Interested User-
Posts: 2
Joined: Sep 25, 2020


Posted: Sep 28, 2020 02:24 PM          Msg. 3 of 4
> HDX is a daily data command. It returns the last X number of days. HDX,AAPL,1460 would return the last 1,460 days, not different times within the same day.
Okay we're on the same page

> S,SET PROTOCOL 6.1
Thank you, added now :)

> The HDX command doesn't return a time, so I'm guessing the timestamp in your DB is the time you sent the request.
I made a mistake on my end, thank you!

> Having said that, I'm not sure how you could get different results for 5-28, unless you were making these requests on 5-28.
Probably me changing the datestring into an unixtimestamp has to do with this, I'm gonna try some things and await if that solves it, thank you!

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 141
Joined: Jul 3, 2019


Posted: Sep 28, 2020 02:25 PM          Msg. 4 of 4
Great! Let me know if you have any more questions about the DTN IQFeed API itself!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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