Historical TOS

[aria]

Is it possible to get historical TOS information?

My expectation was that the below should return 3 days worth of data. Am I missing something.

tsFilter.sSymbol = "ES M5"
tsFilter.lNumDays = 3
tsFilter.bTrades = True
tsFilter.bQuotes = False
lTsHandle = eSignal.RequestTimeSales(tsFilter)

Private sub esignal_OnTimeSalesChanged(...)
...
etc
...
end sub

etc

[GenSpoo]

You can get 10 days worth of historical time and sales using RequestTimesSales. You might want to call IsTimeSalesReady after the initial request on the chance that it is after hours and you already have the data cached (since I'm not sure whether the OnTimeSalesChanged is fired until a new realtime tick comes in, it might, but I'm not sure).

Cheers... George