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Viewing User Profile for: juanoShutze
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Joined: Apr 4, 2023 11:03 PM
Last Post: Apr 16, 2023 10:39 PM
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Location: argentina
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juanoShutze has contributed to 6 posts out of 21196 total posts (0.03%) in 413 days (0.01 posts per day).

20 Most recent posts:
New IQFeed Forum » Can I get pre and after market data? Apr 16, 2023 10:39 PM (Total replies: 9)

Hi Gary,

I have one more question (hopefully last one). I successfully filtered out most of the outliers coming from "Other" and I have only "C" and "E" trades coming in.

However, the person who uses the app tells me that a considerable ammount of ticks are "FINRA entries", and that the API provider should have a method for filtering them. I attach a screenshot of the raw data I get from an HTT request on AAPL for 04/06/2023 where my client identifies in purple, the FINRA entries. Is there any hidden code the API provides that could help me identify them?

I know that the Center and Condition fields could lead me in the right direction, but they are not very self explanatory, nor there is a list of codes to understand.

Anyways, I don't see a clear pattern to filter these trades from the information that is currently being provided by the API. Is there any extra way to query that from IqFeed?

I attach a picture of the rows (green) my client assumes are FINRA. Thanks for any help

Best

New IQFeed Forum » Can I get pre and after market data? Apr 16, 2023 09:38 PM (Total replies: 9)

Thanks for that!

New IQFeed Forum » Can I get pre and after market data? Apr 13, 2023 02:48 PM (Total replies: 9)

Hi Gary, sorry for bothering again...

In the extended hours I get now a lot of trades. I could identify from the documentation the following letters...

C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
S - Settle = Daily settle, only applicable to commodities.

Can you tell me what "Other trades" includes? I was expecting to have mostly E trades outside business hours but I see a lot of Os.


Thanks in advance

New IQFeed Forum » Can I get pre and after market data? Apr 5, 2023 02:30 PM (Total replies: 9)

Hello Gary,

Thanks for your response. It really helped me sort out what was going on. Since you mentioned that the command was working for you, I started looking at the library I was using for the requests.

I´m using pyqfeed, an open source library that has been unmantained for 10+ years. However, it is very nice since all the code is available.

The library was indeed filtering for trades of type "C" when requesting HTT data. Don´t know the reason why they hardcoded it that way, but I removed the filter and now have all the trades from 4AM to 8PM.

Thanks a lot!

New IQFeed Forum » Can I get pre and after market data? Apr 5, 2023 01:37 PM (Total replies: 9)

Thanks for your prompt reply! I´m gonna check which protocol I`m using, but I´m sure it´s 6.2

I´ll come back later with the results!

New IQFeed Forum » Can I get pre and after market data? Apr 4, 2023 11:10 PM (Total replies: 9)

Hello,

I´d like to get pre-market data and after-market data.

I am sending the request as usual but replacing the bgn_time and end_time as well as bgn_flt and end_flt as 00:00:00 and 23:59:59


For example, for 'MU', I request:

HTT,MU,20230331 000000,20230331 235900,,000000,235900,1,H_0000000000,100

Data retrieved only contains market data (9:30:00 to 16:00:00).

Could you please help me sort this out? Thanks in advance

Juan


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