Topics

intraday data


Olo Rising
 

i am using the formula =xlqIntraVolume($C$4,A45)
- it is only pullilng intraday data for today, and not for historical days, but I want to go back several weeks. 
- how do i point this to iqfeed. I presume it is pulling from yahoo as default?

Does anyone know.


Richard Wize
 

Historical Volume would be "=XLQHVolume(symbol,date) (where date would be the date you are looking for) or "=XLQHVolume(symbol,-1), (where -1 would be the previous days volume or -2 would be 2 days ago etc.)

If IQFeed is your default provider and you have an account with them, you put your account info in preferences and excel will automatically pull from them.


Olo Rising
 

Does that give historical intra-day 10 minute data?


On Sat, Jan 25, 2020, 9:58 AM Richard Wize <rickbw@...> wrote:
Historical Volume would be "=XLQHVolume(symbol,date) (where date would be the date you are looking for) or "=XLQHVolume(symbol,-1), (where -1 would be the previous days volume or -2 would be 2 days ago etc.)

If IQFeed is your default provider and you have an account with them, you put your account info in preferences and excel will automatically pull from them.


Leo
 

Hi Olo

 

If you want 10 minute intraday data in xlq preferences / data settings set interval to 10 minutes, use minutes or seconds to minutes, no. of records to 2000 and the others as you want. In addition under data source specific iqfeed you have additional settings for the intraday data such as to limit it to market hour etc.

 

Then =xlqIntraVolume($C$4,A45) would give you 10 minute intraday volume. If you want iqfeed, either you set iqfeed as the default source or you include the reference to it in the formula as the third parameter.

e.g. =xlqIntraVolume("msft",-1,"iqfeed")

 

the intraday data is referenced as -x from the most recent and is limited to 2000 bars so you would not get the data going back several weeks.

 

Regards

 

Leo

 


On Sat, Jan 25, 2020 at 09:14 AM, Olo Rising wrote:
Does that give historical intra-day 10 minute data?

On Sat, Jan 25, 2020, 9:58 AM Richard Wize <rickbw@...> wrote:
Historical Volume would be "=XLQHVolume(symbol,date) (where date would be the date you are looking for) or "=XLQHVolume(symbol,-1), (where -1 would be the previous days volume or -2 would be 2 days ago etc.)

If IQFeed is your default provider and you have an account with them, you put your account info in preferences and excel will automatically pull from them.


Olo Rising
 

Hello, when I pull in Historical Volatility for IBM (from IQ feed) it only goes back -23 time periods. Do you know why it's not going back further? See below...

Date    Volume  Historical Volatility
0 1/27/2020 139.45      1,001,836  
-1 1/24/2020 140.56      5,580,189 15.10482939
-2 1/23/2020 142.87      5,657,790 14.13323968
-3 1/22/2020 143.89    16,470,431 13.88038325
-4 1/21/2020 139.17      7,244,079 10.6473514
-5 1/17/2020 138.31      5,623,336 10.58475853
-6 1/16/2020 137.98      4,320,911 10.60690757
-7 1/15/2020 136.62      4,045,952 10.50374783
-8 1/14/2020 135.82      3,683,458 10.9891675
-9 1/13/2020 136.60      3,531,572 10.91671018
-10 1/10/2020 136.69      3,255,641 11.33063384
-11 1/9/2020 136.74      3,732,830 11.50410232
-12 1/8/2020 135.31      4,346,140 11.63281107
-13 1/7/2020 134.19      3,275,968 11.43054921
-14 1/6/2020 134.10      2,426,305 11.51100589
-15 1/3/2020 134.34      2,373,676 11.86598327
-16 1/2/2020 135.42      3,148,833 11.62975924
-17 12/31/2019 134.04      3,778,012 11.24050389
-18 12/30/2019 132.81      4,118,937 10.93281241
-19 12/27/2019 135.27      2,752,706 9.565465969
-20 12/26/2019 134.91      2,130,706 9.83762384
-21 12/24/2019 134.98      1,202,087 9.841685331
-22 12/23/2019 135.55      2,803,168 10.77224925
-23 12/20/2019 135.59      7,112,072 10.77208902
-24 12/19/2019 134.56      3,866,717 0
-25 12/18/2019 134.41      3,102,353 0
-26 12/17/2019 134.22      2,907,547 0
-27 12/16/2019 134.13      3,049,325 0
-28 12/13/2019 134.21      2,534,970 0
-29 12/12/2019 135.32      4,824,186 0
-30 12/11/2019 133.76      3,953,311 0

On Sat, Jan 25, 2020 at 12:23 PM Leo <leov@...> wrote:

Hi Olo

 

If you want 10 minute intraday data in xlq preferences / data settings set interval to 10 minutes, use minutes or seconds to minutes, no. of records to 2000 and the others as you want. In addition under data source specific iqfeed you have additional settings for the intraday data such as to limit it to market hour etc.

 

Then =xlqIntraVolume($C$4,A45) would give you 10 minute intraday volume. If you want iqfeed, either you set iqfeed as the default source or you include the reference to it in the formula as the third parameter.

e.g. =xlqIntraVolume("msft",-1,"iqfeed")

 

the intraday data is referenced as -x from the most recent and is limited to 2000 bars so you would not get the data going back several weeks.

 

Regards

 

Leo

 


On Sat, Jan 25, 2020 at 09:14 AM, Olo Rising wrote:
Does that give historical intra-day 10 minute data?

On Sat, Jan 25, 2020, 9:58 AM Richard Wize <rickbw@...> wrote:
Historical Volume would be "=XLQHVolume(symbol,date) (where date would be the date you are looking for) or "=XLQHVolume(symbol,-1), (where -1 would be the previous days volume or -2 would be 2 days ago etc.)

If IQFeed is your default provider and you have an account with them, you put your account info in preferences and excel will automatically pull from them.


Leo
 

Hi Olo

 

The amount of historic data returned depends on what you have requested. If you have only requested recent dates you will only have recent values, and if you have left default settings will have 30 periods less for volatility result given the extra data needed for the first calculation. Request more data and you will have more volatility results.

 

You can do that either by making a request for the symbol with an earlier date, or in xlq preferences, data settings / historic preferences you can choose for example 100 days (and set use no. of days setting to yes), and then even if you just use -1 for the historic date, 100 days data will automatically be requested.

 

Regards

 

Leo

 


On Mon, Jan 27, 2020 at 07:55 AM, Olo Rising wrote:
Hello, when I pull in Historical Volatility for IBM (from IQ feed) it only goes back -23 time periods. Do you know why it's not going back further? See below...
 
  Date    Volume  Historical Volatility
0 1/27/2020 139.45      1,001,836  
-1 1/24/2020 140.56      5,580,189 15.10482939
-2 1/23/2020 142.87      5,657,790 14.13323968
-3 1/22/2020 143.89    16,470,431 13.88038325
-4 1/21/2020 139.17      7,244,079 10.6473514
-5 1/17/2020 138.31      5,623,336 10.58475853
-6 1/16/2020 137.98      4,320,911 10.60690757
-7 1/15/2020 136.62      4,045,952 10.50374783
-8 1/14/2020 135.82      3,683,458 10.9891675
-9 1/13/2020 136.60      3,531,572 10.91671018
-10 1/10/2020 136.69      3,255,641 11.33063384
-11 1/9/2020 136.74      3,732,830 11.50410232
-12 1/8/2020 135.31      4,346,140 11.63281107
-13 1/7/2020 134.19      3,275,968 11.43054921
-14 1/6/2020 134.10      2,426,305 11.51100589
-15 1/3/2020 134.34      2,373,676 11.86598327
-16 1/2/2020 135.42      3,148,833 11.62975924
-17 12/31/2019 134.04      3,778,012 11.24050389
-18 12/30/2019 132.81      4,118,937 10.93281241
-19 12/27/2019 135.27      2,752,706 9.565465969
-20 12/26/2019 134.91      2,130,706 9.83762384
-21 12/24/2019 134.98      1,202,087 9.841685331
-22 12/23/2019 135.55      2,803,168 10.77224925
-23 12/20/2019 135.59      7,112,072 10.77208902
-24 12/19/2019 134.56      3,866,717 0
-25 12/18/2019 134.41      3,102,353 0
-26 12/17/2019 134.22      2,907,547 0
-27 12/16/2019 134.13      3,049,325 0
-28 12/13/2019 134.21      2,534,970 0
-29 12/12/2019 135.32      4,824,186 0
-30 12/11/2019 133.76      3,953,311 0

On Sat, Jan 25, 2020 at 12:23 PM Leo <leov@...> wrote:

Hi Olo

 

If you want 10 minute intraday data in xlq preferences / data settings set interval to 10 minutes, use minutes or seconds to minutes, no. of records to 2000 and the others as you want. In addition under data source specific iqfeed you have additional settings for the intraday data such as to limit it to market hour etc.

 

Then =xlqIntraVolume($C$4,A45) would give you 10 minute intraday volume. If you want iqfeed, either you set iqfeed as the default source or you include the reference to it in the formula as the third parameter.

e.g. =xlqIntraVolume("msft",-1,"iqfeed")

 

the intraday data is referenced as -x from the most recent and is limited to 2000 bars so you would not get the data going back several weeks.

 

Regards

 

Leo

 


On Sat, Jan 25, 2020 at 09:14 AM, Olo Rising wrote:
Does that give historical intra-day 10 minute data?

On Sat, Jan 25, 2020, 9:58 AM Richard Wize <rickbw@...> wrote:
Historical Volume would be "=XLQHVolume(symbol,date) (where date would be the date you are looking for) or "=XLQHVolume(symbol,-1), (where -1 would be the previous days volume or -2 would be 2 days ago etc.)

If IQFeed is your default provider and you have an account with them, you put your account info in preferences and excel will automatically pull from them.