Open CBrauer opened 11 months ago
Hey,
I have the following test program that I can run when the market is open. It downloads 10 current trades for "AAPL":
using IQFeed.CSharpApiClient; using IQFeed.CSharpApiClient.Lookup; using System.Diagnostics; namespace IQFeedSample; class Program { private static async void Run() { IQFeedLauncher.Start("1855220", "Foobar112356", "MY_CHARTS", "1.0"); var lookupClient = LookupClientFactory.CreateNew(); lookupClient.Connect(); var tickMessages = await lookupClient.Historical.GetHistoryTickDatapointsAsync("AAPL", 10); foreach(var message in tickMessages) { //var message = tickMessages.FirstOrDefault(); Debug.Assert(message != null); var date_time = message.Timestamp; var last = message.Last; var tradeVolume = message.LastSize; var totalVolume = message.TotalVolume; var bid = message.Bid; var ask = message.Ask; Console.WriteLine($"{date_time}: tradeVol: {tradeVolume,3}, totalVol: {totalVolume,3}, last: {last,7:f3}, bid: {bid,7:f3}, ask: {ask,7:f3}"); } } static void Main() { Run(); Console.WriteLine("Press any key to exit..."); Console.ReadKey(); } }
Suppose today's date is 8/17/2023. How can I modify the above code to set the download date to yesterday (8/16/2023)?
Charles
Level 2 data is not the same as tick data. IqFeed does not provide historical L2 data.
Hey,
I have the following test program that I can run when the market is open. It downloads 10 current trades for "AAPL":
Suppose today's date is 8/17/2023. How can I modify the above code to set the download date to yesterday (8/16/2023)?
Charles