Hello, I do a simple daily request

HDX,@ESU13,5000,1,HDX9291
HDX9291,2012-06-15,1312.00,1312.00,1312.00,1312.00,0,0,
HDX9291,2012-06-18,1315.25,1315.25,1315.25,1315.25,0,0,
HDX9291,2012-06-19,1325.00,1325.00,1325.00,1325.00,0,0,
HDX9291,2012-06-20,1325.00,1325.00,1325.00,1325.00,0,0,
HDX9291,2012-06-21,1292.50,1292.50,1292.50,1292.50,0,0,


In the result I do not have the time information, but only the date.

This is OK, and it is not a surprise, but in the API document

http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

I see instead that the format is always with a time part

Example data: Request: HDX,MSFT,10<CR><LF>
2008-09-30 17:29:32,26.6911,25.5400,25.7700,26.6900,107076413,0,<CR><LF>
2008-09-29 17:29:32,27.6600,25.0089,26.9400,25.0100,134383096,0,<CR><LF>
2008-09-26 17:29:32,27.5600,26.1400,26.1700,27.4000,100744280,0,<CR><LF>

Am I missing something? (I have set the protocol to 5.0, but it seems that this
is not a protocol variant).

sorry, it seems a protocol variant.

If I set the protocol to 5.0 I get only the date part.

If I do not set the protocol to 5.0 I get date and time.

So this seems that HDX has a protocol variance, but the document seems not telling it.

You are correct. This was an intentional (the time portion of that field wasn't relevant to the data returned anyway) but undocumented change.

I have updated the online documentation pages to reflect this change and the next release of IQFeed will have the same updates in the developer SDK.