DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"You have an excellent product !!!!!!" - Comment from Arely

"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum

"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon

"Excellent datafeed !!!" - Comment from Arely

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Intraday History Bars

Author	Topic: Intraday History Bars (10 messages, Page 1 of 1)
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006	Posted: Jul 12, 2007 10:07 AM Msg. 1 of 10 How do these work? We've written an application and the idea was that it would wake up every thirty minutes, request 30-minute bars of data and process the latest 30-minute bar. Specifically, we're interested in SPX.XO, the S&P index; IINA.Z, NYSE Advances and IIND.Z, NYSE Declines. Often, what we see is that when we wake up at 9:00 AM, the lastest bar we'll get will have a timestamp of 9:30 AM. Two questions: Why do we get a bar that has a timestamp in the future? Is this latest bar a complete bar? Does it have all of the data for that 30-minute period? Thanks in advance for your help!
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jul 12, 2007 01:15 PM Msg. 2 of 10 I am looking into this
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006	Posted: Jul 17, 2007 01:18 PM Msg. 3 of 10 Any thoughts on this yet?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jul 17, 2007 01:39 PM Msg. 4 of 10 About the only thing to add is an explanation of what is happening. This has not yet been fixed. The servers are sending the current (incomplete) bar of data. If you rerequest several times you will see that the volume of that particular bar continues to increase until the time passes the point at which that bar would become the 2nd bar returned.
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006	Posted: Jul 17, 2007 04:18 PM Msg. 5 of 10 Oh. Okay. Sounds like the best thing to do would be to throw away the bar if it has a time in the future.
JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007	Posted: Jul 19, 2007 06:49 AM Msg. 6 of 10 Just sounds like the bar's timestamp is for the end of the bar period and not the beginning, not really that it would be a bad bar. - Jeff
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jul 19, 2007 08:44 AM Msg. 7 of 10 Jeff, you are correct. The IQ servers have always built bars timestamped at the end of the interval. ~~However, the old servers do not send a bar until it is complete whereas the new servers are sending the incomplete bar.~~ The data is good. Edited by DTN_Steve_S on Jul 19, 2007 at 09:55 AM
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jul 19, 2007 09:55 AM Msg. 8 of 10 OK, scratch just about everything I said in this thread. My initial testing must have been wrong. This is functioning the same way on both server farms and as far as I can tell, this is the way it has always functioned. My explanation above about why you get a data bar "in the future" is correct. The data is also correct. This will not be "fixed" because it appears nothing is wrong :)
jlarmee -Interested User- Posts: 54 Joined: Jan 12, 2006	Posted: Jul 19, 2007 10:20 AM Msg. 9 of 10 Okay. Just to be clear though. If I'm receiving a bar marked 9:30 at 9:01. This bar is covering the period from 9:00 - 9:01. Unless your servers have a built-in crystal ball it must be incomplete since the entire 30 minute period hasn't happened yet. If I were to receive the same 30 minute bar later in the day, it would contain different data -- complete data. I can deal with that. I just want to be sure I'm understanding it correctly.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jul 19, 2007 10:59 AM Msg. 10 of 10 That is correct