RequestHistory: How to get Tick data including Bid & Ask

[emeyer]

I am trying to figure out how to request 1 DAY of tick data, including bid and ask.

I tried using "1T" for 1 day. This returns weird data.
Seems to be ok trade data but with no time stamp.

Here is my code in C#:

sd.Handle = esignal.get_RequestHistory("EBAY", "1T", barType.btDAYS, 1, -1, -1);

while(...not received...) { wait }

if (esignal.get_IsHistoryReady(sd.Handle)!=0)
{
lHandle=sd.Handle;
count = esignal.get_GetNumBars(lHandle);
sd=(SymbolDay)handleMap[lHandle];
BarData data;
for(int i = 0; i < count; ++ i)
{
data = esignal.get_GetBar(lHandle,-i);
IntraDaily id=new IntraDaily();
id.Symbol = symbol;
id.Date = data.dtTime.ToShortDateString( );
id.Time = data.dtTime.ToLongTimeString( );
id.Ask=data.dTickAsk;
id.Bid=data.dTickBid;
id.High=data.dHigh;
id.Low=data.dLow;
id.Price=data.dTickTrade;
id.Volume=data.dVolume;

And it seems that"
id.Time does not get set.
id.Ask & id.Bid neither.

What I am doing wrong?

-- Eric Meyer
[email protected]

[GenSpoo]

You probably want to use RequestTimeSales instead of RequestHistory.

Cheers... George