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IQFeed Developer Support » How to obtain historical data (OHLC) for current bars Nov 7, 2016 06:12 AM (Total replies: 1)

Hi

One of my requirements is to be able to pull OHLC for a bar that has not closed yet.
The bar timeframe could be anything from say 5min up to a monthly bar.
So I might want to pull OHLC for a 60min bar at xx:59, or a daily bar at 1500, or a weekly bar midweek, or a monthly bar mid-month.

Is this doable? I have had a partial answer via email that has said intraday data can be done easily, but the answer was ambiguous with respect to timeframes higher than intraday.

Could someone answer this question for me please? What I don't want to have to do is "hand crank" OHLC for a higher timeframe by downloading a load of data on a lower timeframe, iterating over it and pulling out the OHLC myself. I currently use Interactive Brokers and their reqHistoricalData function does this easily in one function call.

Thanks in advance.


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