Message-ID: <17AEC7DA-FC6F-4928-B632-DF3536EC7F93@gmail.com>
Date: 2009-07-03T18:25:35Z
From: Jeff Ryan
Subject: IBrokers date/time index?
In-Reply-To: <b1f16d9d0907030907l193e5abdrde9958caebe7874@mail.gmail.com>
Daily data (as in your example) doesn't include seconds that matter.
You can of course do anything you like by simply reading the source
and writing your own code.
HTH
Jeff
Jeffrey A. Ryan
jeffrey.ryan at insightalgo.com
ia: insight algorithmics
www.insightalgo.com
On Jul 3, 2009, at 11:07 AM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> I requested historical data using IBrokers. However, there should be
> time in the indices of the time series, not just only the dates.
> That's to say, the indices should be of the format: 2009-05-04
> HH:MM:SS.
>
> Could anybody tell me how to access those times in the indices?
>
> Thanks!
>
> SPX.Open SPX.High SPX.Low SPX.Close SPX.Volume SPX.WAP
> SPX.hasGaps
> 2009-05-04 884.56 907.88 882.90 907.88 0
> 0 0
> 2009-05-05 905.01 907.92 897.27 903.69 0
> 0 0
>
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