I've noticed that historical bars that I'm collecting at different times for the same symbol and period are sometimes different.
eg using RequestHistory on the 17-Sep
symbol DT open high low close volume
MSFT 17-Sep 09:30:00 27.39 27.45 27.36 27.4 396242
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 790212
using RequestHistory on the 18-Sep
symbol DT open High low close volume
MSFT 17-Sep 09:30:00 27.38 27.45 27.36 27.37 1349199
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 892010
I was wondering if anyone has noticed the same thing and explain why this happens. (connected to different servers, volume was high for the opening minute and it took a day to sort the correct execution times.)
(My logs actually show that 27.4 was the high I recorded for the first few opening minutes on Friday.)
I'm not complaining, just need to know what to expect so I can either adjust or adapt accordingly.
eg using RequestHistory on the 17-Sep
symbol DT open high low close volume
MSFT 17-Sep 09:30:00 27.39 27.45 27.36 27.4 396242
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 790212
using RequestHistory on the 18-Sep
symbol DT open High low close volume
MSFT 17-Sep 09:30:00 27.38 27.45 27.36 27.37 1349199
MSFT 17-Sep 09:31:00 27.37 27.45 27.36 27.37 892010
I was wondering if anyone has noticed the same thing and explain why this happens. (connected to different servers, volume was high for the opening minute and it took a day to sort the correct execution times.)
(My logs actually show that 27.4 was the high I recorded for the first few opening minutes on Friday.)
I'm not complaining, just need to know what to expect so I can either adjust or adapt accordingly.
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