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RequestHistory Function

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  • RequestHistory Function

    I have developed custom charting software that is using the RequestHistory function to return real time data per minute . I have been testing and have noticed that occasionally I will get a update to a bar that is for several minutes ago.

    So for example, I will receive a update for a bar for 3 minutes ago. The problem is that I have already made the determination to enter or close a position based on data I had available at the time.

    Has anyone else seen this? I can use the time and sales functions to create bar data if that is a more reliable method.

    Thanks

  • #2
    I personally have never seen this, but then I have never looked for it (and my app wouldn't show it anyway since it won't retrieve a bar once it has grabbed it the first time). How often does this happen? Any particular symbol(s)? Can you generate a text log that illustrates it?

    Cheers... George

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