Real time quotes

[radha]

Is there anyway of getting time stamps for real time quotes retrieved using "RequestSymbol". I would like to make sure that the tick sequence is accurate.

[AChan]

The BasicQuote object does not contain a timestamp. However, the TimeSalesData object do have such information. You can take a look at our VB Sample regarding how to obtain and process time and sales data.

[radha]

Thank you for your reply. I was able to get the time stamps using the TimeSalesData object. However, I am unable to get the number of real time bars using GetNumTimeSalesRtBars. Is this feature working? Also, what is the OnTimeSalesAbsoluteBaseChanged event. I found no reference to it in your documentation.

[AChan]

esignal_OnTimeSalesChanged event gets triggered when there is a real time bar or when historical bars arrives. lNumRtBars could be zero meaning that this event contains historical bars. For your purpose, you can ignore such event if you are only interested in getting real-time data. If indeed lNumRtBars is not zero, you should handle as follows.

lNumRtBars = esignal.GetNumTimeSalesRtBars(tsHandle)
Diff1 = (lNumRtBars - lLastTSRtCount) * -1

For lBar = lDiff1 + 1 To 0
Display RT BARS which hasn't been displayed before.
...
...

lLastTSRtCount = lNumRtBars 'Remember how many real-time bars we have processed.

Please also consult our VB Sample at the ActiveX Development group on our fileshare site.

The OnTimeSalesAbsoluteBaseChanged event is currently not supported.