Recently, I have only been able to download 6 days of ticks for some symbols (e.g. txn). I can get 9 days for other symbols (e.g. goog), but I haven't found any symbols for which I can get the full 10 days. Does anyone have any ideas?
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10 days of ticks not available
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This call will give me 6 days of ticks for Texas Instruments:
TimeSalesFilter filter;
filter.sSymbol = S2B("txn");
filter.bQuotes = TRUE;
filter.bTrades = TRUE;
filter.lNumDays = 10;
filter.bFilterPrice = FALSE;
filter.bFilterVolume = FALSE;
filter.bFilterQuoteExchanges = FALSE;
filter.bFilterTradeExchanges = FALSE;
filter.dMaxPrice = 0.0;
filter.dMinPrice = 0.0;
filter.lVolume = 0;
filter.sTradeExchangesList = NULL;
filter.sQuoteExchangesList = NULL;
lHandle = (*m_piHooks)->GetRequestTimeSales(&filter);
THanks, Eric
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I'll check in with the group that handles these requests. They should be answering this post sometime next week. Our apologies for the extended delay in getting you an answer.Regards,
Jay F.
Product Manager
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