search

nhedlund / qdownload

IQFeed CSV market data download tool
MIT License
24 stars 14 forks source link

Request feature: Ability to specify interval bars other than time #2

Closed sunsetcoder closed 5 years ago

sunsetcoder commented 5 years ago

Would really appreciate it if you could include the feature to specify the interval type, to download interval bars (eg. new bar every 100 shares traded).

eg. qdownload -v 100 aapl would download a csv with a new OHLC row after every 100 shares traded

[IntervalType] - Optional - 's' (default) for time intervals in seconds, 'v' for volume intervals, 't' for tick intervals

It's already implemented in the IQFeed developer API for historical data.

nhedlund commented 5 years ago

I agree, interval bars would be good to include. Will look into it when time permits.

nhedlund commented 5 years ago

Interval bars is now supported for volume, ticks and seconds.

I also added support for end of bar timestamps that some trading software use, but this is an option. Start of bar timestamps is still default.

sunsetcoder commented 5 years ago

Thank you!! I hope to assist with features in future once I have learnt Golang.