invalid History Bar data

[JBucksAx]

Same problem as POst History bars, greater than 60 min, not accurate )

I am monitoring multiple Equity Stocks using VB. The program runs well for about an hour or so then the volume data goes haywire.
It seems to be just the NASDAQ stocks. NYSE appears to be OK.

Here are some data snapshots. The following list order is below.
(Symbol)
baritem.dtTime
baritem.dOpen
baritem.dClose
baritem.dVolume

esignal.RequestHistory(sSymbol, "d", 2, 1, 0, 1440)



Stock symbols that Do Not WORK.. (to name a few)

“ANTP” (as of 12:15 PM)
4/6/2005 - 12:00:00 AM (it would be nice to see the Tick Time here verses 12:00:00)
27.1
27.59
1261893 (Should be 561759)

“VEXP” (as of 12:20 PM)
4/6/2005 - 12:00:00 AM
13.05
12.8
7380568 (Should be 1639521)

[GenSpoo]

I'm a little confused. Those volume numbers you post appear to be the daily closing volume of the 4/6/2005 daily bar for those stocks (at least according to the chart I just pulled up now). Yet you are saying you got those numbers around noon of that same day? Is this correct?

Cheers... George

[Guest]

Your requesting Daily data. Seems to me there's an inconsistancy with your logic.

[JBucksAx]

George

Good question.. I don't know why I am getting 4/6/05 data on 4/7/05 . Here is the request string.

lHistoryHandle = esignal.RequestHistory("ANTP", "d", btDAYS, 1, 0, 1440).

Thanks, Jeff...

[JBucksAx]

Robi

Robi, I use the historydata method to pull cumulative volume and last price for the current day

Here is my request string.

lHistoryHandle = esignal.RequestHistory("ANTP", "d", btDAYS, 1, 0, 1440)

The OnBarsChanged event updates the daily bar to reflect the total volume and price change whenever it fires for each sale(tick). this is easer for me verses sifting through the mountain of T&S data that is generated for each tick. I would then need to accumulate the T&S data.

Is there a better way to do this???

Thanks, Jeff...

[GenSpoo]

Re: George

Originally posted by JBucksAx
Good question.. I don't know why I am getting 4/6/05 data on 4/7/05 . Here is the request string.

lHistoryHandle = esignal.RequestHistory("ANTP", "d", btDAYS, 1, 0, 1440).

What was your GetBar index? If it was -1 that could explain why you were getting the previous days volume.

Cheers... George

[DionLoy]

If all you need is the last price and cumulative volume, use XMLGetBasicQuote

[JBucksAx]

George,

I'm sure it was zero, but I could be wrong. I have added the index value to my display output.

the request string is

lHistoryHandle = esignal.RequestHistory("ANTP", "d", btDAYS, 1, 0, 1440)

This historyBar collection should only contain 1 bar entry.
Right?...
Thanks again.. Jeff

[JBucksAx]

Dion

Dion,

I wasn't aware of the method
"XMLGetBasicQuote" . It's not mentioned in the documentation that I downloaded from your web site. "Desktop API - Appendix A.doc" and "eSignal Developer Reference.doc"

I sample this data, for multiple symbols, every 10 minutes or so.
the HistoryData method works good because I only need to make the request 1 time for each symbol. The OnBarsChanged event updates my numbers automaticly via the handle number. This setup works very well verses making a new request each cycle then waiting for the requested data to be returned. (at least it did up until about week or so ago. Now it's intermitently returning incorrect data. Please see other posts..)

I'm always looking for a better way to do things, how does the XML method work?. Do you have a VB6 example?

Thanks, Jeff

[Guest]

Here is a description of XMLGetBasicQuote.

The function is working properly. The first full daily bar is of the prior day, so if you are looking for intra-day values, you should be requesting a tighter timeframe.

[JBucksAx]

I will check out the XML method when I get time.

As for now, I need to get the "RequestHistory" part of my program working!. I have invested to much time into what I have now. This program was working fine until the beginning of April. Something on your end HAS CHANGED SINCE THEN!!!!

I have been working with Dion in your programming department. I have sent him sample code and data trace output to prove that there is a problem with the data being returned to my computer.

This problem is intermittent..
Monday I hade problems off and on all day.
Yesterday. The program performed flawlessly all day.
Today. I started the program at around 9AM. And got back nothing but bad data. I AT 930 I rebooted and tried again. Still bad data… at 945AM I disconnected and now the program is working fine.

All the while I HAVE NOT BEEN ABLE TO MAKE A SINGLE TRADE TODAY!!!!!!

What function are you referring to?. If you mean the "RequestHistory" function then you are dead wrong..

If you thing I need to use a different time frame. WHAT TIME FRAME SHOULD I USE!!!!!!!!!!!

[Guest]

As I mentioned before, if you are requesting intra-day volume, you should use an intra-day time frame, say 1 hour. You want to be creating bars rather than days. Using days back = 1 can just cause unexpected issues, unless you really want the previous day's information.

There have been some changes made to our top level servers to handle times in local zones, especially across the international dateline. This may be attributed to that.

If you see a problem again, please e-mail your username to "[email protected]" with a detail of the problem, including the symbol and data that is incorrect. I can then look to see where you are getting it from and determine if it is on a server that is undergoing any upgrades, but I also suggest applying Dion's suggestions.