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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Range bars?
Author Topic: Range bars? (3 messages, Page 1 of 1)

mfgteam
-Interested User-
Posts: 19
Joined: Jul 4, 2013


Posted: Jul 4, 2013 03:53 AM          Msg. 1 of 3
hello, sorry if this question is naive...

I am starting to study the API and I have a doubt regarding the "interval" query.

I would like to have "range bars", which are bars in which the difference between high
and low is constant.

I have tried to make this request:

HIX,@ESU13,0.25,10,1,TST,,t

my intention was to have bars with a 1 tick interval (0.25 in my case)
but I got this:

TST,2013-07-04 03:10:08,1613.50,1611.50,1612.00,1613.25,26203,2539,
TST,2013-07-04 03:17:35,1613.75,1612.25,1613.25,1612.25,28416,2213,
TST,2013-07-04 03:23:04,1613.75,1611.75,1612.25,1613.75,30861,2445,
TST,2013-07-04 03:28:31,1614.75,1613.25,1613.75,1614.50,34174,3313,
TST,2013-07-04 03:41:58,1615.00,1613.75,1614.50,1614.00,37325,3151,
TST,2013-07-04 03:54:28,1614.75,1613.75,1614.00,1614.00,39682,2357,
TST,2013-07-04 04:12:03,1614.50,1613.50,1614.00,1614.25,42289,2607,
TST,2013-07-04 04:31:04,1614.50,1612.75,1614.25,1613.50,45089,2800,
TST,2013-07-04 04:49:16,1614.25,1613.25,1613.50,1614.00,47958,2869,
TST,2013-07-04 04:51:09,1614.00,1613.75,1613.75,1613.75,48162,204,
TST,!ENDMSG!,

And clearly those bars have not a 0.25 tick interval fixed.

Sorry, I come from eSignal where I put "0.25R" as an interval and it worked.

Is there some corresponding string for a range bar or do I have to "build" them
from tick by tick data?

Thanks

DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005


Posted: Jul 5, 2013 02:12 PM          Msg. 2 of 3
Hello, unfortunately we do not support range bars within the feed so you will need to request regular tick data and build the range bars within your application.

mfgteam
-Interested User-
Posts: 19
Joined: Jul 4, 2013


Posted: Jul 8, 2013 07:40 AM          Msg. 3 of 3
thank you very much.

it is not really a problem for us, but in this case I am sure about it.
 

 

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