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Historical Data (trading hours)

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  • Historical Data (trading hours)

    When requesting historical data in my VB .net 2003 application I use the following command :

    Dim x As Long
    x = esignal.RequestHistory("ES U4", "5", IESignal.barType.btBARS, 500, 570, 975)

    or

    Dim x As Long
    x = esignal.RequestHistory("ES U4", "5", IESignal.barType.btBARS, 500, -1, -1)

    the intention being to request 5 minute bars for market hours only, however in both cases I am getting back "all hours" data. I could be doing something wrong or misunderstanding the intent of the start and end time parameters. Can you please shed some light on this situation.

    FYI : I am currently using esignal v7.7 candidate (23rd July, 2004)

  • #2
    The Start/End times are actually dates. Do a search for posts with my name in them and you will find this info and other needs to get the RequestHistory to return correctly.


    Personally I use -1 for these entries and just toss data that isn't desired.

    -Jim

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    • #3
      You can also do a RequestSymbol and take "snapshots" of your variables every 5 minutes.

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