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one minute bars unable to stay current

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  • one minute bars unable to stay current

    The eSignal ActiveX API seems to not be able to keep up to current time. The following are logs of a request for three one minute bars for MSFT. OnBarsChanged gets called frequently but the logs only display the bars once per minute. After about 9 minutes, the bars are 5 minutes out-of-date. This is the only request that was made and the cpu was not busy. Is this a known problem?

    RequestBars symbol = MSFT interval = 1 minute barCount = 3

    OnBarsReceived time = 2005 12/23 10:14 23 barCount = 3
    Index = 0 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 2985
    Index = -1 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -2 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:15 30 barCount = 4
    Index = 0 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 18377
    Index = -1 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -2 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -3 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:16 30 barCount = 4
    Index = 0 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 63473
    Index = -1 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -2 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -3 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:17 30 barCount = 4
    Index = 0 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 99816
    Index = -1 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -2 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -3 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:18 30 barCount = 5
    Index = 0 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 36982
    Index = -1 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -2 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -3 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -4 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:19 30 barCount = 5
    Index = 0 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 162771
    Index = -1 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -2 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -3 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -4 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:20 30 barCount = 5
    Index = 0 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 201240
    Index = -1 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -2 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -3 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -4 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:21 30 barCount = 6
    Index = 0 Time = 2005 12/23 10:17 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 39298
    Index = -1 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 207540
    Index = -2 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -3 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -4 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -5 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:22 30 barCount = 6
    Index = 0 Time = 2005 12/23 10:17 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 95310
    Index = -1 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 207540
    Index = -2 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -3 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -4 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -5 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:23 30 barCount = 7
    Index = 0 Time = 2005 12/23 10:18 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 11833
    Index = -1 Time = 2005 12/23 10:17 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 110912
    Index = -2 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 207540
    Index = -3 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -4 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -5 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -6 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:24 30 barCount = 7
    Index = 0 Time = 2005 12/23 10:18 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 45583
    Index = -1 Time = 2005 12/23 10:17 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 110912
    Index = -2 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 207540
    Index = -3 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -4 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -5 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -6 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

    OnBarsChanged time = 2005 12/23 10:25 30 barCount = 8
    Index = 0 Time = 2005 12/23 10:19 00 Open = 26.51 High = 26.52 Low = 26.51 Close = 26.52 Volume = 47221
    Index = -1 Time = 2005 12/23 10:18 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 50283
    Index = -2 Time = 2005 12/23 10:17 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 110912
    Index = -3 Time = 2005 12/23 10:16 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.51 Volume = 207540
    Index = -4 Time = 2005 12/23 10:15 00 Open = 26.51 High = 26.51 Low = 26.50 Close = 26.50 Volume = 119869
    Index = -5 Time = 2005 12/23 10:14 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 10723
    Index = -6 Time = 2005 12/23 10:13 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 32446
    Index = -7 Time = 2005 12/23 10:12 00 Open = 26.50 High = 26.51 Low = 26.50 Close = 26.50 Volume = 17367

  • #2
    Not that this helps you, but I run my app all day long and it never falls behind. I have about 20 RequestHistory handles open (all futures). Shouldn't you be getting more OnBarsReceived events though? Or are you just not logging the rest? You should, I believe, get one for each new bar.

    Cheers... George

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