Joined: Apr 19, 2018
Posted: Apr 19, 2018 09:11 PM
Msg. 1 of 4
When building messages to pull data using python, if I build a message to get daily data:
message = "HIT,%s,23400,%s 075000,,,093000,160000,1\n" % (sym, start_date)
Where 23400 (6.5. hours * 60 minutes * 60 seconds) is what I'm assuming is a daily bar. It returns a daily bar time stamped at 16:00 but it's not back adjusted for splits. I know minute data is not split adjusted, but when I spoke with tech support they informed me daily data was split. I've also seen that mentioned in many posts here in the forum. So I'm missing something.
Is there a different time value or something else that needs to be used in the message to pull split adjusted daily data?
-VP, Product Operations-
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
Posted: Apr 20, 2018 10:44 AM
Msg. 4 of 4
In order to fully utilize the IQFeed API, you will need to add the API subscription. This provides you with full documentation, direct support as well as access to pre-release software to ensure any changes we make with future updates won't leave you (or your trading) in the dark. If you have any questions, please don't hesitate to reach out to our sales group and they would be happy to get you setup. Please also note that the fee for the API service changed to $384/year effective January 2018.
Vice President, Active Trader Products