The documentation for the history socket says that data is returned "least recent to most recent", but it actually seems to be returning it most recent to least recent. :(

Is this correct?

Is there any way to get it to return least recent to most recent?

I ask because the quote retrieveal system I'm writing wants to retrieve quotes in a range, i.e., "Give me all quotes for XXX from 1:20pm till 4pm". The only way to do this, when history data is ordered most recent to least recent, is to make a guess. And if the guess isn't correct, I will only know when I have retrieve ALL of the data, then I will have to make another guess, retrieve ALL the data again, .... which is horrible... it could take me minutes to get all the data. Any suggestions?


THanks,
Patrick

Patrick,

I haven't updated the online documentation yet, but I am working on it.

You can get the history data returned least recent to most recent by using the IHistoryLookup interface (COM). I hope this helps. Thanks!

Natalie Hannan

---

Natalie Hannan DTN Market Access, LLC.

Thanks Natalie.

Is there any way to do it without using COM, say via the TCP/IP socket?

Thanks!
Patrick

I'd be interested in knowing the rationale for the current ordering.

When importing historical info into my archives it would make sense to recieve oldest first. Fortunately, my archiver doesn't care about order, so it doesn't much matter to me. However, when I was first starting out with these feeds, I did use an order sensitive archive, so I had to do a temporary buffer to save the stream and then read it in the other direction to get it into my archive.

Now that I think more about it, when running simulations,

No, you can only get in that order via COM.

This was done to make the data come in consistently for all history requests. Tick and Minute used to come in least to most, while daily, weekly, and monthly came in most to least. As a result, tick and minute were changed to come in most to least.

FYI - this is in the Release Notes on the website. Thanks!

---

Natalie Hannan DTN Market Access, LLC.

I should clarify that I ws refering to receiving the data via sockets in my previous post.

For COM, the IHistoryLookup interface will retrieve the data least to most, while the new interface (IHistoryLookup2) will return the data as the sockets do (most to least).

Thanks!

---

Natalie Hannan DTN Market Access, LLC.

Thanks Natalie. That helps.

Probably will still stick to sockets, so thought I would say that it would be reali nice, as a developer, to send

"HX,symbol,date1:date2;"

to the history socket and get back data ranging for that symbol from date1 to date2, inclusive.

Or:

"HX,symbol,100,latest"

to the history socket and get back the data, from latest to earliest.


It would make the IQFeed very useful from a programmer's standpoint.

I want to get at the end of the day time and sales history for few hundred symbols for that day
with the following information:
Xchange, Symbol, Date, Time, Last price, Change,Volume, Bid size, Ask size

I use Quotetracker API with IQfeed, and I tried it with DDElink & DTNiq and I am able to get everything except the Bid and ask size, those columns are blank.

I need it for few hundred symbols chosen from a preliminary scan, therefore I need to use an API to get the info, what is the best way of doing it?

Thanks,
Krikor