Historical Data (trading hours)

[mserpell]

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)

[JimBecker17]

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

[Guest]

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