Historical Tick Data

[cglass]

I am trying to get all New York historical ticks for a symbol.

So I request
GetRequestHistory("LU=N", "1T", btDAYS, 2, 0, 0);

However, I do not get any ticks after 4:00 pm. I know they are there because they show up in the Advanced Chart.

Any ideas?

Thanks in advance

[Guest]

What if you set the last two parameters to "-1, -1" or "0, 2400"?

[cglass]

Those don't work either. I actually used 0, 1440(24*60+0).

I tried all sort of combinations. It seemed like the start time end would actually filter the data. However, I could never get it to give me trades past 4pm EST on a NY or a Nasdaq Stock.

If I request "1" minute bars, I do get data past 4pm.

Any other thoughts?

[Guest]

Why don't you use RequestTimeSales() rather than RequestHistory()?

[cglass]

I did that and it worked. Thanks for your help!

Still not sure why RequestHistory did not work though.

[Guest]

It is because of the server type that the data comes from.