RequestHistory: startTime/endTime update

[sthornington]

I had some time today to take another look at this problem, and I believe I have startTime/endTime working. I know you all have been asking about this for months, if not years, I apologize for the delay.

I just checked in the changes, and they should be showing up in the next Release Candidate, scheduled for Tuesday I believe.

Cheers,

Simon.

[chrisjames]

Is this for the History Server only - or also for the Time and Sales Server too...

does this mean one could pull out one 'tick' of history from a stock trade, etc... that was made earlier in the day with these fields...

symbol, timestamp, price, bid, ask, volume

using the timestamp as the filter in a query

cj

[sthornington]

The TimeSalesFilter struct is unchanged, and doing this sort of query isn't really practical until a new time&sales server has been implemented -- the current one returns a full day of data, no matter what the time parameters, so quickly getting specific ticks is not yet an option.

Cheers,

Simon.

[chrisjames]

Thanks Simon,

OK, so for the History Server only then - How granular can one get - is it now possible to query History server info at the tick level... parse out one trade from the History Sever by using strart time and end time filters in request history code.

symbol, timestamp, price, bid, ask, volume

cj

[sthornington]

The startTime and endTime parameters are analogous to their counterparts in the charting Time Template code, so they only resolve down to 1 minute boundaries.

Cheers,

Simon.