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»Forums Index »Archive (2017 and earlier) »DTN.IQ Client Software Support »Results format for historical tick data request
Author Topic: Results format for historical tick data request (3 messages, Page 1 of 1)

illuminatus7
-Interested User-
Posts: 34
Joined: Jan 27, 2011


Posted: Oct 21, 2017 02:05 PM          Msg. 1 of 3
Hi,
I'm trying to pull historical tick data for US equities (using the HTT request) and I noticed that your documentation shows somewhat different results than what I get. I'm using version 5.6.2.0.

My request: HTT,SPY,20171002 083000,20171002 170000,,,,,1,0,1

What I get:
0,2017-10-02 16:01:23,252.2800,535,46479775,252.2800,252.2900,272419,0,0,E,

Your docs (specifically result format section):
http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Differences:
* I only get second precision for the time, not microsecond as indicated in the docs.
* The Trade Market Center field is always empty
* There's no Trade Condition number at the end.

How do I get the data in the format specified in the docs? Help appreciated.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 23, 2017 08:42 AM          Msg. 2 of 3
Good morning,

The feed defaults to protocol 4.9 for compatibility reasons and I think you are still using that default.
If you just set your protocol to 5.2, for each connection, I think things will match up for you.

This page discusses how to do this.
http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm

Tim

illuminatus7
-Interested User-
Posts: 34
Joined: Jan 27, 2011


Posted: Oct 23, 2017 07:23 PM          Msg. 3 of 3
Thanks. Works fine after I set the protocol.
 

 

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