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»Forums Index »Product Support »Data and Content Support »Minute Aggregated Snapshot?
Author Topic: Minute Aggregated Snapshot? (2 messages, Page 1 of 1)

jabowery
-Interested User-
Posts: 5
Joined: Sep 5, 2019


Posted: Oct 31, 2020 11:20 AM          Msg. 1 of 2
I'd like a minute aggregated snapshot of the same range of symbols (about 9000) as are provided by IEX's daily summaries:

https://iextrading.com/trading/market-data/#hist-download

Does IQFeed offer this?

If so, how much does it cost for:

  • 15 minute delayed snapshot?
  • current snapshot?

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 165
Joined: Jul 3, 2019


Posted: Nov 2, 2020 04:23 PM          Msg. 2 of 2
Jabowery,

The DTN IQFeed API has three snapshot reports you can request: 5MS (5-minute snapshots), EDS (end of day), and FDS (fundamental data). You must specify a commodity type and an exchange group, such as all NASDAQ equities or all OPRA options. You can't create a custom list of symbols. You must specify S,SET PROTOCOL 6.1 because these commands only exist in 6.1 and later.

This page in the iqfeed developers website: http://www.iqfeed.net/dev/api/docs/MarketSummaryviaTCPIP.cfm goes into more detail about the reports. There is no additional charge to use them beyond the API subscription fee, and the subscription fee for the exchange(s) you want to run the report on.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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