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How to retrieve tick "bars" (one-trade bars) ?

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  • How to retrieve tick "bars" (one-trade bars) ?

    Hi,

    The docs suggests that tick data could be requested by calling e.g. RequestHistory ("MSFT", "1T", btDays, 2, -1, -1).

    However I did not get any OnBarsChanged/OnBarsReceived callback triggered. eSignal app crashed after ~25 minutes of processing. (I submitted a crash report)

    Am I doing something wrong ? How to get tick history ?

    Regards
    Dierk Droth
    www.trademagic.net
    TradeMagic - Trading at its best

  • #2
    When I want 1 tick at a time, I use RequestTimeSales instead of RequestHistory. You can get up to 10 days of time and sales history.

    Cheers... George

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    • #3
      Thanks for letting me know. I'll give it a try.

      Regards
      Dierk Droth
      www.trademagic.net
      TradeMagic - Trading at its best

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