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»Forums Index »Product Support »Data and Content Support »Historical Time and Sales (or Trade Data)
Author Topic: Historical Time and Sales (or Trade Data) (7 messages, Page 1 of 1)

envision97
-Interested User-
Posts: 2
Joined: Feb 28, 2011


Posted: Feb 28, 2011 03:56 PM          Msg. 1 of 7
How can I access historical time and sales (or trade data) in ticks. It looks like this data is available for 120 days.

Thanks.

envision97
-Interested User-
Posts: 2
Joined: Feb 28, 2011


Posted: Feb 28, 2011 04:10 PM          Msg. 2 of 7
Update: what interface is available to access the historical tick data? Thanks.

DTN_Steve_S
-DTN Guru-
Posts: 2085
Joined: Nov 21, 2005


Posted: Feb 28, 2011 04:17 PM          Msg. 3 of 7
We do not provide an interface to the data (beyond what little information is in diagnostics app) to non-API subscribers. I'm not finding an API account based on the information on your forum account. Are you an API customer?

If not, then the amount of historical data you can retrieve (up to the total data amount available on our servers) is dependent on the software you are using to pull data from the feed. If you let us know what software you are using, someone in our support department might be able to help you configure the software.

254029
-Interested User-
Posts: 2
Joined: Apr 27, 2011


Posted: Apr 27, 2011 12:30 PM          Msg. 4 of 7
I have the same question. What options do I have in the software I can use to access historical data?

Thanks!

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Apr 27, 2011 12:54 PM          Msg. 5 of 7
Hi 254029,

To get the historical data, request a chart & back fill. It will back fill the chart as far back as we have data or as far back as the charting software allows.
Here is a quick break down of what we have available for historical data.

120 calendar days of tick (includes pre-post market) and several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data
Daily, Weekly and Monthly Historical data (15+ years of O,H,L,C,V,OI data)

If you have any further questions please feel free to contact us directly at 800-397-7000 in the USA or if you go to our web site www.IQFeed.net there is a link to our live chat.

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.

254029
-Interested User-
Posts: 2
Joined: Apr 27, 2011


Posted: Apr 27, 2011 01:22 PM          Msg. 6 of 7
Excuse my dumb question, Stan, but how do I "request a chart & back fill"? So far all I have is the client ddl and spreadsheet. Do I have to have API subscription first, or can I try out some other way before making the investment?

One key piece of historical info I'm looking for is the volume. This tends to be very unreliable from feed to feed, which is why I'd like to get a decent size sample first. What I'm looking for is the "cumulative volume" field in the official SIAC L1 feed, and in 1-min bars as the first step. Do you keep this piece of info or is the volume what you compute based on your own trade size info?

Again, thanks in advance!

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Apr 27, 2011 01:30 PM          Msg. 7 of 7
To get charts you will need to sign up for the API if you want to write you own charting software, or sign up for DTN IQ, or any of the 3rd party charting packages. Your sales rep can set you up with a trial of the DTN IQ if you like, or provide info on our API. If you want to look into 1 of the 3rd party charting services, please use this link to our web site for a list of the softwares.

http://www.iqfeed.net/index.cfm?displayaction=data§ion=software#products

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.
 

 

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