How to Request Tick Data
Overview of services
You can request tick data from dxFeed via several services:
Directly from gates
TickData Service: Request structure
A TickData request 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 (Check ISO-8601 Formatting Symbols) 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=20220401-110900-0400 | &stop=20220401-111000-0400 | &format=csv or text | &records=MarketMaker | zip or gzip |
Candlewebservice
Use Candlewebservice to get tick data for a particular time period in the past with from-to period via REST-like API.
Connection to gates
Use this method to receive more than 1 symbol or market depth. Data is stored for 10 days in CDF format. For this method:
Connect to the gate.
Use standard dxFeed API methods.
Subscribe to the last TimeAndSale data using dxFeedAPI getTimeSeriesPromise method.