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About Using RequestTimeSales
I am using requestTimeSales function to retrieve real-time data tick-by-tick but 2 serious problems i meet. Hope someone can share his experience with me, thanks....
First one is about the lFlags item in the TimeSalesData data structure. From this lFlags, i think it is to distingish the type of transaction but it only shows tsfTRADEABOVEASK only for all traded transaction if i retrieve in real-time. If i retrieve the data again at the day-end, the lFlags for traded transaction will shows other types again, e.g., tsTRADEASK, tsTRADEBID....etc. It seems this flag is unreliable in real-time.
Second, no. of bar retrieved at real-time is different from that retrieved at the day-end. Some bars is missing from the real-time streaming that can only be retrieved after the trading hour.
Please help.
First one is about the lFlags item in the TimeSalesData data structure. From this lFlags, i think it is to distingish the type of transaction but it only shows tsfTRADEABOVEASK only for all traded transaction if i retrieve in real-time. If i retrieve the data again at the day-end, the lFlags for traded transaction will shows other types again, e.g., tsTRADEASK, tsTRADEBID....etc. It seems this flag is unreliable in real-time.
Second, no. of bar retrieved at real-time is different from that retrieved at the day-end. Some bars is missing from the real-time streaming that can only be retrieved after the trading hour.
Please help.