How to Request TickData
A TickData request structure consists of:
Records - comma-separated list of Events
Symbols - comma-separated list of symbols
Start (time string is parsed similarly to DateTimeFormatter that is capable of parsing various data formats, like ISO 8601 some examples) and epoch time (should be in milliseconds)
Stop (stop time should be higher than start time)
Format (csv or text)
Compression (none, zip, gzip)
The full list of parameters is available on the help page.
Examples
Use demo/demo credentials to check the examples:
Info
Only IBM and GOOG symbols are available in the demo.
Service address | Record type | Symbol | Start date with time | End Date | Format | Records (optional) | Compression (optional) |
|---|---|---|---|---|---|---|---|
tools.dxfeed.com/tickdata? | records=Quote,Trade etc | &symbols=IBM | &start=20191101-110900-0600 | &stop=20191101-111500-0600 | &format=csv or text | &records=MarketMaker | zip or gzip |