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»Forums Index »IQFeed Developer »IQFeed Developer Support »HTT: BeginTime and EndTime precision
Author Topic: HTT: BeginTime and EndTime precision (2 messages, Page 1 of 1)

shanezilla
-Interested User-
Posts: 1
Joined: Jun 11, 2020


Posted: Jun 11, 2020 05:46 PM          Msg. 1 of 2
The v6.1 API docs for HTT indicate the format for [BeginDate BeginTime] and [EndDate EndTime] is CCYYMMDD HHmmSS.

Are seconds the highest level of precision available for this request? Data for this request is returned to the microsecond level of precision.

Is it possible to request data to the nearest microsecond?

If not then any suggestions on a good strategy for eliminating the inevitable duplicate data across multiple requests?

Thanks,
Shane

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


Posted: Jun 11, 2020 06:37 PM          Msg. 2 of 2
Shane,

The start/end time in an HTT command must be in the format CCMMYYDD HHmmSS. So you can't search more precisely than a second.

The results of HTT searches will include fractions of a second that start with the end time. In other words:

HTT,AAPL,20200611 100000, 20200611 101000 


Will include times that start with 101000:

HTT,AAPL,100000 20200611,100000 20200611 101000
2020-06-11 10:01:00.992868,349.4945,230,7475759,349.4600,349.5100,20424,C,19,01,0,11,
2020-06-11 10:01:00.978873,349.4850,25,7475529,349.4600,349.5100,10396,O,24,87,0,11,
2020-06-11 10:01:00.903720,349.4998,2,7475504,349.4600,349.5100,10395,O,24,87,0,11,
...etc...
2020-06-11 10:01:00.227203,349.4600,100,7473519,349.4600,349.5000,20419,C,19,01,0,11,
2020-06-11 10:01:00.221115,349.4800,100,7473419,349.4600,349.5000,8256,C,18,01,0,11,
2020-06-11 10:00:59.918933,349.4850,100,7473319,349.4600,349.5100,10390,C,24,01,0,11,
2020-06-11 10:00:59.756595,349.5100,600,7473219,349.4700,349.5100,207,C,164,01,0,11,
..etc...
2020-06-11 10:00:00.078536,349.0700,100,7353962,349.0700,349.1000,26296,C,5,01,0,11,
2020-06-11 10:00:00.006590,348.8383,213,7353862,349.0300,349.0700,20027,O,19,3E05,0,11,
!ENDMSG!,

In other words, an HTT request ending at 20200611 101200 technically ends at 20200611 102000.999999.

One other item to note: timestamp precision varies by exchange. Depending on the symbols you're requesting, they may not all go to milliseconds, in which case the same general principles apply.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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