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Joined: Mar 28, 2018 01:55 PM
Last Post: Apr 4, 2018 06:58 PM
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tester1 has contributed to 2 posts out of 21191 total posts (0.01%) in 2,229 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Not getting historical Tick data Apr 4, 2018 06:58 PM (Total replies: 2)

Thanks I will check it out.

IQFeed Developer Support » Not getting historical Tick data Apr 3, 2018 12:29 PM (Total replies: 2)

Hi I am new to IQfeed and DTN. I am using the Developer license. I am generally interested getting historical data for testing purposes. I am using Python on Windows 8.1. I found a small script on the forum that I adapted to download 1 min data and it works just fine. I have just downloaded a stocks in the S&P500. However I am struggling with tick data downloads. I have tried HTT and HTX but no joy at all.

I have failed to get anything from the example scripts as well.

The edited script that I am using is below. I would appreciate any guidance on this as well as anything relate to python that I need or I may be missing. For Python 2.7 I am using Anaconda (64 bit)

*************************************************************************

import sys
import socket
import string

startdate= '20180101 093000'
enddate = '20180326 160000'

def readHisSock(sock, recv_buffer = 4096):
buffer = ""
data = ""
while 1:
data = sock.recv(recv_buffer)
buffer += data
if "!ENDMSG!" in buffer: break
return buffer[:-12] #removes endmsg line

host = "127.0.0.1" #localhost
syms = ['GE', 'AAPL']
dir = "C:\Users\My Documents\LiClipse Workspace\IQfeed_data_download"

port = 9100 #history socket

for sym in syms:
f = open(sym + ".csv", "w")
message = "HTT," + sym + "20180101 093000, 20180326 160000,,093000,160000,,,,1\n"
s = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
s.connect((host, port))
s.sendall(message)
d = readHisSock(s) #d is a string
s.close

d = "".join(d.split("\r")) #server sends multiple endlines
d = d.replace(",\n","\n")[:-1] #server has comma delimiter at end of each record

f.write(d)
f.close()



Edited by tester1 on Apr 3, 2018 at 12:29 PM


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