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»Forums Index »IQFeed Developer »IQFeed Developer Support »Questions on end-of-day data (EDS, HDT)
Author Topic: Questions on end-of-day data (EDS, HDT) (2 messages, Page 1 of 1)

jayqwi
-Interested User-
Posts: 1
Joined: Jul 10, 2020


Posted: Nov 22, 2020 01:21 PM          Msg. 1 of 2
Hi,

1. I wish to download end-of-day data for all NASDAQ and NYSE symbols from 2010. The HDT command seems to be the solution, but the problem is that it requires me to specify symbols, and I do not know what symbols existed at that time. How do I get a list of all symbols that existed in 2010? Or is there another way to obtain this data without knowing all the symbols beforehand?

2. It seems the EDS command allows you to just specify a date, and it returns a list of EOD data for all symbols that were available at that date. Is this correct?

3. As of today (11/22/2020) the EDS command only works from me starting 2018-05-21 and onward, and any date before that gives me a "No file available" message. What is the date range supported by EDS?

4. It seems the prices returned by HDT are split-adjusted. Is this guaranteed? Also, are the volumes also split-adjusted?

5. On the other hand, it seems the data returned by EDS are _not_ split-adjusted. Is this correct?

Thanks.

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


Posted: Nov 23, 2020 04:22 PM          Msg. 2 of 2
1. Not as far back as 2010. As you discovered, the EDS/FDS/5MS commands can return a complete list back to about May 21 2018, when those commands were first introduced. That also answers your question #3.

2. Yes, but keep in mind that you must specify both an exchange group and a security type. Only symbols that match both of those (e.g. equities on NASFAQ) will be returned.

3. See #1.

4. Daily history command (HD_) are adjusted for past splits. Interval (time) and tick history commands are not adjusted for past splits.

5. Data in EDS records is not split-adjusted.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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