search

akapur / pyiqfeed

Python LIbrary for reading DTN's IQFeed
GNU General Public License v2.0
168 stars 108 forks source link

Revert "Update conn.py" #6

Closed akapur closed 7 years ago

akapur commented 7 years ago

Reverts akapur/pyiqfeed#4 ms in the code stands for microseconds not milliseconds. Changing the multiplier to 1000 at these two spots but not changing it elsewhere breaks a bunch of stuff.

We could rework the whole library to work with milliseconds instead but this pull request did not do that. In any event that's not desirable because by using microseconds we can use a the smallest resolution across multiple market data vendors/exchanges.

miguelvm commented 7 years ago

Ok thanks for the comments. In that case I would use "us" instead of "ms" as microseconds more standard abbreviation.

El 13/9/2016 19:42, "Ashwin Kapur" notifications@github.com escribió:

Reverts akapur/pyiqfeed#4 https://github.com/akapur/pyiqfeed/pull/4 ms in the code stands for microseconds not milliseconds. Changing the multiplier to 1000 at these two spots but not changing it elsewhere breaks a bunch of stuff.

We could rework the whole library to work with milliseconds instead but this pull request did not do that. In any event that's not desirable because by using microseconds we can use a the smallest resolution across

multiple market data vendors/exchanges.

You can view, comment on, or merge this pull request online at:

https://github.com/akapur/pyiqfeed/pull/6 Commit Summary

  • Revert "Update conn.py"

File Changes

Patch Links:

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/pull/6, or mute the thread https://github.com/notifications/unsubscribe-auth/AAq7-nudl50v7HPVud5pmWCEkNxyJj4lks5qpuBsgaJpZM4J78od .

akapur commented 7 years ago

The ms in the code refers to the fact that DTN sometimes sends us a field with microseconds and sometimes not, as opposed to a reference to what the function returns. This function returns microseconds because IQFeed is not the only data service I use the and smallest time increment I get across the various exchanges/data-service combinations is microseconds. Other time functions in the code always return microseconds or sometimes a tuple of (days_since_epoch, microseconds_since_midnight).

On Sep 13, 2016, at 1:46 PM, Miguel Ángel Vilariño notifications@github.com wrote:

Ok thanks for the comments. In that case I would use "us" instead of "ms" as microseconds more standard abbreviation.

El 13/9/2016 19:42, "Ashwin Kapur" notifications@github.com escribió:

Reverts akapur/pyiqfeed#4 https://github.com/akapur/pyiqfeed/pull/4 ms in the code stands for microseconds not milliseconds. Changing the multiplier to 1000 at these two spots but not changing it elsewhere breaks a bunch of stuff.

We could rework the whole library to work with milliseconds instead but this pull request did not do that. In any event that's not desirable because by using microseconds we can use a the smallest resolution across

multiple market data vendors/exchanges.

You can view, comment on, or merge this pull request online at:

https://github.com/akapur/pyiqfeed/pull/6 Commit Summary

  • Revert "Update conn.py"

File Changes

Patch Links:

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/pull/6, or mute the thread https://github.com/notifications/unsubscribe-auth/AAq7-nudl50v7HPVud5pmWCEkNxyJj4lks5qpuBsgaJpZM4J78od .

— You are receiving this because you modified the open/close state. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/pull/6#issuecomment-246763986, or mute the thread https://github.com/notifications/unsubscribe-auth/AAyQVNbe_fadmQjbq4arKvB3L7rZp_wEks5qpuF1gaJpZM4J78od.