If I want to specify one of the parameters, should I just have empty strings in the command request ? For example, Intel tick data for 2 days in descending order should be "HTD,INTC,2,,,,0,,,\r\n" ? Can anyone point me to the right syntax ? Thanks!

You only need to specify empty strings for fields up to the last populated field (assuming all fields after that field are optional).

For example, For the the only required fields for an HTD request are the symbol and the number of days so the request:

"HTD,INTC,2\r\n"

would be acceptable.

In your request, the data direction of zero is the default so you don't even have to specify that if you don't want to but specifying it should not cause a problem but you don't need to populate the fields after it if you don't want to:

"HTD,INTC,2,,,,0\r\n"

will work as well (with "0" being the data direction);

However, if you want to specify all optional fields (even as empty strings), it should also work. Thus:

"HTD,INTC,2,,,,,,,\r\n"

should also work. If you add too many fields, IQConnect will return a syntax error.

Ok. I tried this ""HTD,INTC,2,\r\n" and find only one day of data coming back. My socket receive loop is...Am I missing something ?

{
string strData = "";
string ConcatData = string.Empty;
int iEndMsg = -1;
while (iEndMsg == -1)
{
// initialize to sizeof inData to get into loop below
while (stream.DataAvailable)
{
byte[] inData = new byte[8097];
stream.Read(inData, 0, inData.Length);
strData = Encoding.ASCII.GetString(inData);
ConcatData += strData;

//Console.Write(ConcatData);
//Console.Write(strData);
}
iEndMsg = ConcatData.IndexOf("!ENDMSG!");
}

The number of Days for Tick and Interval/Minute data in IQFeed is calendar days starting at midnight EST. As a result, when you are requesting 2 days at 1:59AM, you will only get 1 day of data since the current day most likely won't have trading yet.

If you make the same request after market open, you will get 2 days (the current day + yesterday).