1 Year of Tick Data on ES

[NinjaTrader_Dierk]

Thanks for clarification. The NT6.5 IQFeed API hasn't changed since quite a while.

[paladincomp]

You might want to see if updating tot he latest API can improve the speed. This is from the latest API release notes..

Tom
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IQFeed v4.5.0.3 (Official Release)

Overall Enhancements:
New history request protocol available in IQFeed.
Updated Market Depth / Level 2 protocol
Added new “Crash Log” generation in IQConnect.exe. Whenever IQConnect.exe crashes, an “CRASHLOG.txt” file will be created in the IQFeed logging directory. This file can then be used to help identify what caused the crash.
Minor performance oriented improvements dealing with data storage and calculations.
All references to the AMEX exchange have been changed to NYSE Alternext

IQConnect.exe:
Added the following text history request commands:
HTX – Request last X number of trades (replacement for previous HX command)
HTD – Request last X number of days of trades (replacement for previous HT command)
HTT – Request trades using a timeframe (new functionality)
HIX – Request last X number of datapoints of interval data (new functionality)
HID – Request last x number of days of interval data (replacement for previous HM command)
HIT – Request interval data using a timeframe (new functionality)
HDX – Request last X number of daily datapoints (replacement for previous HD command)
HWX – Request last X number of weekly datapoints (replacement for previous HW command)
HMX – Request last X number of monthly datapoints (replacement for previous HN command)
Added new “Crash Log” generation in IQConnect.exe. Whenever IQConnect.exe crashes, an “CRASHLOG.txt” file will be created in the IQFeed logging directory. This file can then be used to help identify what caused the crash.
Minor performance oriented improvements dealing with data storage and calculations.
Fixed bug in News Text requests that would cause IQConnect.exe to crash when specific stories were requested.
Fixed bug in Market Depth which allowed multiple connections to the server to be made. IQConnect should now only make a single connection to the market depth servers.
Added AskTime field to the Market Depth output.

Example Applications:
Created the following example applications for IHistoryLookup3 Interface in DTNIQFeedCOM.dll for VB and VC++.
HistoryCOM3_VB.exe
HistoryCOM3_VC.exe
MarketDepthCOM_VB.exe
Updated HistorySocket VB.NET and VC++ example apps to use new history functionality.
Updated Level2Socket VB.NET and VC++ example apps to use new Market Depth functionality.

DTNHistoryLookup.dll:
Now Deprecated

DTNLevel2Lookup.dll:
Now Deprecated

DTNIQFeedCOM.dll:
Added new ILookupGeneral interface which is a very basic interface designed to simply encapsulate the socket communications to IQConnect on the Lookup port.
Added new IMarketDepthGeneral interface which is a very basic interface designed to simply encapsulate the socket communications to IQConnect on the Level 2 port.
Added new IHistyoryLookup3 interface which is designed to replace the functionality in IHistoryLookup and IHistoryLookup2 (both in DTNHistoryLookup.dll) as well as implement the same functionality as the new sockets interface mentioned above.
Added new IMarketDepth interface designed to replace the ILevel2Lookup interface in DTNLevel2Lookup.dll and adhere to the changes in the Market Depth socket protocol.

HistoryViewer.exe:
Updated to include IHistoryLookup3
Updated to use new Socket Request functionality