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»Forums Index »IQFeed Developer »IQFeed Developer Wish List »Add Basis of Trade to Historical Interval Calls
Author Topic: Add Basis of Trade to Historical Interval Calls (4 messages, Page 1 of 1)

MV_opt
-Interested User-
Posts: 8
Joined: Jun 3, 2020


Posted: Jun 4, 2020 10:59 PM          Msg. 1 of 4
Refering to this page http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

When we do a Tick request (HTX, HTD, and HTT) we have "Basis For Last" returned with a value of C,E,O,S

This is great as we can ignore out or market trades if we choose to.

The issue is when we do interval requests (HIX, HID, and HIT) we don't have that same value.

Can you please add "Basis For Last" to these calls.

There may be confusion about what to do when there are C's and E's in the one interval. Perhaps a better alternative is to allow us to include a string of "Basis" which we require in the call.

eg HTD,[Symbol],[MaxDays],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[DataDirection],[RequestID],[DatapointsPerSend][BasisToInclude]<CR><LF>

BasisToInclude would be optional but I could enter 'CS' if I wanted to only include Qualified Trades and Settles.

HTX example
Request: HTT,GOOGL,20190409 000000,20190409 235959,10,155959,160004,1,TESTREQUEST,C<CR><LF>

Note the ",C" on the end.

I know that this could also be filtered with start and end times, but then we fall into issues with time zones for non-EST markets.

Thanks for considering

MV_opt
-Interested User-
Posts: 8
Joined: Jun 3, 2020


Posted: Jun 4, 2020 11:16 PM          Msg. 2 of 4
Actually I just noticed that the session times are not set in the Fundamental "F" response, so I can not use that to filter in/out of market minute bars.

It would be really helpful if those values were set for all securities.

Thanks

MV

DTN Todd
-Interested User-
Posts: 52
Joined: Mar 24, 2010


Posted: Jun 4, 2020 11:23 PM          Msg. 3 of 4
Hello MV_opt

I will have our developer support team review your request

Thanks
Todd

DTN_Gary_Stephen
-Interested User-
Posts: 93
Joined: Jul 3, 2019


Posted: Jun 11, 2020 07:41 AM          Msg. 4 of 4
This has been submitted as a formal request.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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