Can you get Tick data from API?

[kschenk]

Looks like smallest interval is a minute. Is that correct?

[GenSpoo]

You can get tick data via RequestTimeSales. You can also send tick intervals to RequestHistory (e.g. "30T").

Cheers... George

[GenSpoo]

BTW, you can also send RequestHistory intervals in seconds or volume. "30S" for 30 second bars and "1000V", for 1000 (as close as possible) shares/contracts per bar.

[Guest]

You can stream quotes as well by setting the Boolean to TRUE.

[allank]

Suppose you request 30S bars. Do the bars include volume? Also, if you are requesting 30 seconds bars on multiple instruments, will they be synchronized?

[GenSpoo]

They are just like 1 minute bars, but 30 seconds in duration. So yes, you do get volume. I'm not sure what you mean by synchronized. If you are just wondering if every instrument will be returned with bars with times like: 09:30:00, 09:30:30, 09:31:00, etc. Then the answer is yes (I'm pretty sure anyway). Just type 30S as an interval into the main eSignal app and you'll see what you get. What the API gets is the same thing.

Cheers... George

[allank]

Can you get real-time data as bars? Say, 30S bars?

[GenSpoo]

Yes. Call RequestHistory as you would for any bar data and pass it "30S" as the interval.

BTW, don't let the name fool you. RequestHistory returns both historical and realtime bars as they occur.

Cheers... George

[allank]

Thanks.

As a new user, the name was indeed fooling me!

Allan

[allank]

This leads to new puzzles for me.

In looking at he documentation for RequestHistory, it's not clear to me how you request historical data and how you request real-time data.

Also, how far back does historical data go and is there a way to request a specific date?

If you request 20 days of 3 minute data, is an event fired as the data arrives and/or when the request is complete?

Thanks.

Allan

[Guest]

You use RequestSymbol for streaming data and RequestHistory for any time before the current.

There is over 10 years of EOD data available and 120 days of US intraday data and 60 days of international intraday data.

There are start times and end times in RequestHistory, but those are dates only.

An event is fired as the data comes, but IsHistoryReady turns true when the data is available.

[GenSpoo]

If you want the realtime data formated as bars, you can also call RequestHistory. It will send you the history, and unless you call ReleaseHistory (or ReleaseAllHistory), it will continue to fire events for the new realtime data. You will get OnBarsChanged and OnBarsReceived.

Cheers... George