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skearns23
-Interested User-
Posts: 37
Joined: May 19, 2004
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Posted: Sep 17, 2008 11:43 AM
Msg. 1 of 3
Many of the historical requests require a "maxdays" parameter giving the number of days of data to load.
If this value is 1, and it is 2008-08-23 15:00, then does this retrieve the values: (1) between now and 2008-08-23 00:00, or (2) between now and 2008-08-22 15:00, or (3) between now and 2008-08-22 00:00.
please answer and update your documentation.
I have long requested an api that lets me specify a fromtime, a toTime, and a maxbars, with the semantics being "give me atmost maxbars of the most recent data >= fromtime and <= toTime". This is useful in limiting the data requested, and in filling in older data for a chart without requerying the newer data.
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Sep 17, 2008 11:54 AM
Msg. 2 of 3
Hello, all tick and minute/interval requests where a number of days is specified counts the current day (starting at midnight EST) as day 1 and counts backwards from that point using calendar days (not trading days).
For example, requesting 7 days of tick data today at 12:48PM EST (the time of this post) will result in tick data for Wednesday (today), Tuesday (9/16), Monday (9/15), Sunday (9/14), Saturday (9/13), Friday (9/12), and Thursday (9/11).
In the next version of IQFeed, we will be releasing a new history request protocol allowing you to specify a timeframe for data as well as a few other features that have been requested by our 3rd party developers. We will have a beta version available for 3rd party developers available on the website soon. With this release will require new documentation to be written and I will make sure it includes an explanation of the number of days parameter.
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skearns23
-Interested User-
Posts: 37
Joined: May 19, 2004
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Posted: Sep 17, 2008 12:19 PM
Msg. 3 of 3
Thanks for the quick reply.
In the next version , don't forget the "maxbars" parameter in addition. There is no easy way for a client to know how many ticks are between two dates. Minutes are computable, but then there are complications involving session closing times etc.. It could be 1000000 or it could be 10. So if a client just wanted 3000 ticks, it would be very difficult to achieve without a maxbars parameter.
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