Comments (4)
mathpaquette
commented on June 29, 2024
Sure, you can get it using Historical Daily request.
Something like this: var dailyMessages = await lookupClient.Historical.ReqHistoryDailyDatapointsAsync("AAPL", 100);
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veng1
commented on June 29, 2024
Actually, I'd like it minute by minute to scan for large block trades. That often indicates big players are taking an option position in advance of an event.
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mathpaquette
commented on June 29, 2024
Sure, I know what you trying to achieve but unfortunately I don’t think IQFeed is providing Open Interest other than Daily request. I’m just the owner of this library.
Please ask to [email protected]<mailto:[email protected]> and let me know if there’s another way!
Mathieu
From: veng1 <[email protected]>
Sent: October 4, 2018 8:48 AM
To: mathpaquette/IQFeed.CSharpApiClient <[email protected]>
Cc: Mathieu Paquette <[email protected]>; State change <[email protected]>
Subject: Re: [mathpaquette/IQFeed.CSharpApiClient] Historical Expired Options Volume (#28)
Actually, I'd like it minute by minute to scan for large block trades. That often indicates big players are taking an option position in advance of an event.
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veng1
commented on June 29, 2024
Please look at: API Doc Historical via TCP/IP ->Result Format for HIX, HID, and HIT requests
Note: Total Volume and Period Volume. They both return integers
Of course, the doc is not always correct.
I was able to retrieve this data using ver 5 protocol. As an example, VXX1019F20_Min.csv:
Time Stamp,High,Low,Open,Close,Total Volume,Period Volume,Number of Trades
2010-05-28 12:14:00,8.50,8.50,8.50,8.50,20,20,0,
2010-05-28 12:18:00,8.50,8.50,8.50,8.50,50,30,0,
2010-05-28 12:38:00,8.70,8.70,8.70,8.70,55,5,0,
2010-05-28 12:39:00,8.70,8.70,8.70,8.70,100,45,0,
2010-05-28 13:17:00,8.60,8.60,8.60,8.60,110,10,0,
2010-06-01 14:18:00,9.20,9.10,9.20,9.10,6,6,0,
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Related Issues (20)
- Support of new IqFeed version 6.2 HOT 2
- MarketSummary.GetEndOfDayFundamentalSummaryAsync throws Exception HOT 2
- getting stock symbol info (industry, sector etc) HOT 2
- Minute bars for various divisions of the trading day. HOT 2
- Enhancement - Add to items in enum DynamicFieldSet.cs HOT 1
- Enhancement? Dealing with Streaming Level2 HOT 3
- im trying to run with mono pythonnet HOT 5
- Examples HOT 5
- Streaming.Derivative
- startDate endDate HOT 6
- Save lookup data without the ENDMSG HOT 1
- The system cannot find the file specified Error HOT 4
- 1st timer 'ErrorMessage: Unauthorized user ID., MessageTrace: E,Unauthorized user ID., !ENDMSG!,' HOT 2
- how to pass retrieved data to a readable format HOT 3
- "The system cannot find the file specified" HOT 4
- - HOT 1
- IQFeed client causes webSite crash HOT 2
- How can I download Level 2 historical Tic data from yestereday? HOT 1
- IQFeed API, MacOS & Python
- AskTime and BidTime give timespan that shows no date HOT 2
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