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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Intraday data - open time vs close time
Author Topic: Historical Intraday data - open time vs close time (2 messages, Page 1 of 1)

mattgundersen
-Interested User-
Posts: 15
Joined: Jun 23, 2015


Posted: Jun 27, 2015 02:25 PM          Msg. 1 of 2
Hi,

I'm doing a request for intraday data using the HID command.

// HID, [Symbol], [Interval], [Days], [MaxDatapoints], [BeginFilterTime], [EndFilterTime], [DataDirection], [RequestID], [DatapointsPerSend], [IntervalType]<CR><LF>

CString sCommand;
int nInterval = 60*60; // 60 minutes.
sCommand.Format(L"HID,%s,%d,4,,080000,160000,,%s", sSymbol, nInterval, sRequestID);

Data returned:
@ESU15-60,2015-06-23 12:00:00,2116.00,2112.75,2114.25,2114.00,516227,121316,0,
@ESU15-60,2015-06-23 11:00:00,2120.25,2112.75,2118.00,2114.25,394908,163427,0,
@ESU15-60,2015-06-23 10:00:00,2118.75,2114.25,2114.75,2118.25,231449,100886,0,
@ESU15-60,2015-06-23 09:00:00,2119.25,2114.00,2118.00,2115.00,130562,26696,0,

Since my filter time is 8:00AM and the first bar of every day is 09:00 AM I'm assuming the time of the bar is the close time?

If that's correct, is there a way to tell the API to return the time as the open time?

No big deal if that's not possible, I can always subtract an hour to get the open time.

Thanks, Matt.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 28, 2015 12:42 AM          Msg. 2 of 2
Hello Matt,

You are correct, we do use the close time and have not implemented an alternate timestamp option yet, but as you mentioned, decrement by one and you are there.

Let us know if any other issues come up for you.

Tim
 

 

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