Open mathpaquette opened 4 years ago
In re: to more python examples... I use IQFeed with Ninjatrader, and recently started manipulating data with python/pandas, and this package is great! I have figured out how to pull the daily, weekly, and monthly timeframes so far.
But am struggling with figuring out the code for intraday intervals (for example, 5min or 240min, etc).
Here is how I am pulling D/W/M timeframes:
daily = lookupClient.Historical.GetHistoryDailyDatapoints(ticker, 200) weekly = lookupClient.Historical.GetHistoryWeeklyDatapoints(ticker, 200) monthly = lookupClient.Historical.GetHistoryMonthlyDatapoints(ticker, 200)
for dailyMessages in daily: print(dailyMessages) for weeklyMessages in weekly: print(weeklyMessages) for monthlyMessages in monthly: print(monthlyMessages)
But I can't seem to figure out how to code the intervals to provide a successful data pull for intradays. An intraday example for a simple historical get history would be great (for example 5min timeframe).
Thanks for any assistance.
Yes intraday would be awesome
with lookupClient.Historical.GetHistoryIntervalDays("EURCAD.FXCM",3600,10,100)
worked for me
timeframe must be in seconds ex 3600 is 1 hour
Python is very popular these days and having the examples translated in would be useful for many.
The task is to translate these examples: https://github.com/mathpaquette/IQFeed.CSharpApiClient/tree/master/src/IQFeed.CSharpApiClient.Examples
We can merge them one by one so if you are welling to help, pick one and raise a PR. Thanks