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Form T Minute Queries
Form T minute queries are basically identical in functionality.
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Historical Data
- Overview
- Tick Queries
- Minute Queries
- Minute Date Range Queries
- Nearby Minute Queries
- Form T Minute Queries
- End of Day (EOD) Queries
- End of Day Date Range Queries
- Event Queries
Instrument Definitions
Form T Minute Queries
Form T minute queries are basically identical in functionality and format to minute queries, with two important differences:
- They only apply to stocks.
- They include minutes (or aggregated minute intervals) created using Form T trades (pre-/post-market trades). Form T trades are described in Appendix A of the ddf Broadcast Feed documentation, titled ddfplus Processing of Special Sale Conditions.
Except for these two exceptions, everything else works the same way it does for minute queries.
Form T Minute Query Results Format
Results are returned by Form T minute queries in comma delimited text format, one minute record per line, as follows:
YYYY-MM-DD HH:MM,TRADING_DAY,OPEN,HIGH,LOW,CLOSE,VOLUME
Example:
2009-09-11 00:13,11,1040,1040,1039.75,1039.75,4
2009-09-11 00:13,11,1040,1040,1039.75,1039.75,4
Form T Minute Query Examples
In order to query all the minute records (including Form T trades) for IBM between September 1 and (not including) September 10, 2009, execute:
http://ds01.ddfplus.com/historical/queryformtminutes.ashx?username=username&password=password&symbol=IBM&start=20090901&end=20090910
In order to query 1-hour interval records (including Form T trades) for IBM between September 1 and (not including) September 10, 2009, execute:
http://ds01.ddfplus.com/historical/queryformtminutes.ashx?username=username&password=password&symbol=IBM&start=20090901&end=20090910&interval=60