Let's say I'm requesting one full day of 1-tick-per-bar data.
Most of the time when the Request History data comes back, it's the entire day's history, in one chunk, in chronological order.
But sometimes, the data comes back in two chunks. In these cases, the first history chunk may be from mid-day to end-of-day. And the second history chunk will be from start-of-day to mid-day.
I run analysis after a FillHistory, but, this means that the analysis runs after the first chunk... before the second chunk comes back. And worse, the two chunks aren't in chronological order when appended back-to-back.
Is there a way to send the RequestHistory such that it forces the history returned to be in one, single chunk, everytime?
Or is there a flag telling me that, indeed, all chunks have returned and no more are pending?
Or is there an easier way? (I've only been desktop API programming for 5 days)
Most of the time when the Request History data comes back, it's the entire day's history, in one chunk, in chronological order.
But sometimes, the data comes back in two chunks. In these cases, the first history chunk may be from mid-day to end-of-day. And the second history chunk will be from start-of-day to mid-day.
I run analysis after a FillHistory, but, this means that the analysis runs after the first chunk... before the second chunk comes back. And worse, the two chunks aren't in chronological order when appended back-to-back.
Is there a way to send the RequestHistory such that it forces the history returned to be in one, single chunk, everytime?
Or is there a flag telling me that, indeed, all chunks have returned and no more are pending?
Or is there an easier way? (I've only been desktop API programming for 5 days)
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