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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »DTN data history feed API
Author Topic: DTN data history feed API (4 messages, Page 1 of 1)

krigul
-Interested User-
Posts: 2
Joined: Jul 14, 2005


Posted: Jul 15, 2005 12:38 PM          Msg. 1 of 4
I moved my request from a different thread to here. 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 data feed API to get the info and are there good C++ examples?

Thanks,
Krikor

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jul 15, 2005 12:56 PM          Msg. 2 of 4
Krikor,

Bid and ask Size area available in DDE with the field of A Size and B Size. However, after the market, the bid and ask sizes are often inflated by the market markers, so I don't know how usefull they will be.

With the IQFeed API, there are good C++ examples included as well.

Jay

Jay Froscheiser
DTN - Trading Markets

dtn mike driscoll
-Active Trader Management-
Posts: 75
Joined: Dec 20, 2004


Posted: Jul 15, 2005 04:39 PM          Msg. 3 of 4
Krikor,
I just wanted to make sure that you were aware that we do not keep history on Ask size and Bid size. So if you are intersted in the history it is not available.
Thanks

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Jul 16, 2005 11:37 PM          Msg. 4 of 4
Quote: Krikor,

Bid and ask Size area available in DDE with the field of A Size and B Size. However, after the market, the bid and ask sizes are often inflated by the market markers, so I don't know how usefull they will be.

With the IQFeed API, there are good C++ examples included as well.

Jay

--- Original message by DTN_Jay_Froscheiser on Jul 15, 2005 12:56 PM
Really? The makers can restate the numbers after the fact?
 

 

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