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I am requesting History for a given symbol (say ZB #F) and am able to get a History bar containing the information I require (namely opening price) stored in the property dOpen of the BarData object.
These prices appear to be the open prices for electronic trading, which I believe are established at 8:00PM of the preceding evening (the opening of ECBOT).
I would like the open as of floor trading (8:20AM) of the current day. (My times are EST)
I am using the following call to request my history
oESignal.get_RequestHistory(sSymbol, "D", IESignal.barType.btBARS, 2, -1, -1)
I know that the final two integer parameters control the start and end times, but have not been able to find an understandable description of how they work exactly.
I apologize if this is a stupid question, but perhaps you can point me in right direction - or alternately tell me where to go
Any assistance is appreciated.
- Kevin
These prices appear to be the open prices for electronic trading, which I believe are established at 8:00PM of the preceding evening (the opening of ECBOT).
I would like the open as of floor trading (8:20AM) of the current day. (My times are EST)
I am using the following call to request my history
oESignal.get_RequestHistory(sSymbol, "D", IESignal.barType.btBARS, 2, -1, -1)
I know that the final two integer parameters control the start and end times, but have not been able to find an understandable description of how they work exactly.
I apologize if this is a stupid question, but perhaps you can point me in right direction - or alternately tell me where to go
Any assistance is appreciated.
- Kevin