Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Excellent datafeed !!!" - Comment from Arely
"Everything is working great with the API. I love it." - Comment from Calvin
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »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: 6
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 Guru-
Posts: 394
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
 

 

Time: Fri April 26, 2024 1:58 PM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003