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get_RequestHistory and dTickBid, dTickAsk, dTickTrade values

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  • get_RequestHistory and dTickBid, dTickAsk, dTickTrade values

    I am attempting to load historical tick data with code
    tickHistoryHandle = objESignalApp.get_RequestHistory( symbol, "1T",IESignal.barType.btDAYS, 10, -1, -1);
    As a result, which elements of the BarData data structure supposed to contain data?
    In my case dTickBid, dTickAsk, dTickTrade, and bfFlags are always zeros and dOpen, dClose, dHigh, and dLow have a same value.
    Am I calling get_RequestHistory correctly? If not, how should I get that historical tick data?

    Thanks.

  • #2
    You are getting what you are requesting - 1 trade per bar, so the OHLC will be the same.

    I don't know exactly what you trying to retrieve, but look closely at Chapter 4. I think you are mixing up BARS and DAYS bartypes.

    Are you sure you don't want Time and Sales information?

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