I am trying to do some programming work on the Esignal Desktop API for some time. When I examined it I saw that there is no “last time” in the basic quote request structure. My problem is that in this system I got no chance to know if there is a new print for a commodity when the new print's last price and volume exactly matches the old one. As a solution I decide to use the RequestTimeSales method but its structure does not allow me to get all the last print updates with one call, instead I have to create a window handle for every single contract I get into my system. Actually I had no problem with this method if only it works, but I saw that especially in the rallying market condition when there are lots of price updates in one second, I lose the window handles and the last print updates stop coming in the right way. Moreover when it happens I also lose the basic quote responses and I had to restart the application that connects to the API to solve this.
What is your guess and (if possible) suggestion for this problem I have?
What is your guess and (if possible) suggestion for this problem I have?
Comment