Intraday History - Requesting Multiple Bars

[BlackPanther]

So far as I can see, when requesting the history of a stock the only way to do this is to iterate through to what GetNumBars returns - calling GetBar at each interation.

Is there any method that is able to return all the bars available in a single call? I searched the forums and came up with a post around 3 years old detailing the same issue.

It just seems so inefficient, especially when requesting the intraday history of a larger number of stocks. During my iterations my CPU usage is hitting 100% - eSignal's Data Manager consuming the vast majority.

[AChan]

Iterating the history bars is the only way to process history data. You get the onBarsReceived event when history is ready to be processed.

How many stocks are you monitoring and also what are the exact arguments you are passing on to RequestHistory function?

You may also want to look at the Desktop API documentation regarding how to implement FillHistory ()

[BlackPanther]

Hi Anthony,

I'm looking to be monitoring a fairly significant number of stocks through the day, and I'm yet to test this real-time aspect. Which would likely be a case of requesting the most recent one, or two 1 minute bars for each stock every minute. Although I shall likely make it dependent upon how the stock fits in with my requirements as to how often/the amount of data is retrieved. E.g. if there's a stock I want to monitor, but its performance is not close to what I am looking for I might only request updates every 5 minutes. If however it's forming my setup, I will request more often/keep the symbol open.

I don't really believe there's any other way of doing this with eSignal products, since the Desktop API can only supposedly handle ~100 simultaneous stocks and the standard API probably costs an obscene amount for someone developing their own system.

The slowest thing is downloading historical data, as I wish to backtest and this can take some time indeed. I do of course store the info once I have it. I guess this isn't a huge issue since it's not time critical, but is a little frustrating. One thing that would be nice, is if you could request just the bars for a specific date. For example, if I wanted last Thursday it so far seems to me I'd have to request 390*3 of the 1 minute bars to ensure I receive them?

Talking numbers of shares? If NASDAQ only, up to around ~500. If I am monitoring NYSE too, the number could be more like ~1,500....

Is the Desktop API up to this job, or should I be looking elsewhere?

[AChan]

Based on your description below, we do not recommend the use of the eSignal Desktop API.