RequestHistory vs RequestTimeSales

[The Toad]

I am in the process of writing another application using the esignal api. The application will build volume bars based on the data received.

My question is would RequestHistory or RequestTimeSales be the better fit? They both will return some historical data and allow for real time data to continue to stream in.

Will one better handle the volume / tick bar issues found when charting the eminis? (Chart refresh causing the chart to display differently)

Bottom line is which one is more reliable for price and volume combo or is the data source exactly the same?

Thanks

[jimcole23]

I've found that T&S volume data is inaccurate. See pages 2 and 3 of this thread: http://forum.esignal.com/showthread....threadid=12279. The key piece of info from eSignal Robi is "I have asked our QA staff about this and the only reasonable explanation is that you do not receive trade cancellations, insertions and deletions (CIDs) via T&S, whereas the total volume for the day reflects it."

To get accurate intra-day volume information, I request daily historical bars and leave the requests running. I get a new bar each time the data changes, and the volume data seems to be accurate. Takes a lot of CPU time, but the T&S volume data is useless in the aggregate.

[notoad]

Thanks for the reply. I will stay clear of T&S for now and continue on with RequestHistory although I have accuracy issues with it also.

I have so much invested into esignal that I hate to change data providers because my trading system is a combination of custom code written using esignal api data along with esignal charts with custom efs.

But I am nearing that point. With end of day data (tick data) the system is very profitable. But real time tick data, much less so. I do not understand how the data can be that dramatically different causing such varied results. Very frustrating and no one seems to have an answer for this.