lgwaustralia
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Posts: 16
Joined: Apr 11, 2016
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Posted: Apr 5, 2018 06:34 AM
Msg. 1 of 5
Hi there,
We have a system where we use Realtime tick data from IQFeed and then we download all the data for the day at the end of the day as Historical data from IQFeed.
We are seeing that they do not match. For example:
Here is data from a time period we got in realtime: (using command: wXG#) Q,XG#,04/04/2018,07:57:20.072000,11838.50,11839.50,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.50,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.00,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.50,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.00,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.50,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.00,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.00,11839.50,11838.50, Q,XG#,04/04/2018,07:57:20.072000,11838.50,11839.50,11838.50,
Here is the data from the same time period we got as historical data: (using command: HTT,XG#,20180404 000000,20180409 170500,,,,0,,) 2018-04-04 07:57:20.072000,11838.50,1,57349,11838.50,11839.50,3106867,C,68,01,
It seems that the historical data is consolidated some how. Is it possible to get the same resolution as realtime when downloading historical data?
Regards.
Lance
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