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  • Clock Time Bars

    I am working with 1 minute bars for symbols that have a lot of missing bars because of low activity such as the mini-Soybean contract. Is there a way to request data in an array with will include all time periods wheather there was trading or not?

    Thanks
    Patrick

  • #2
    Not sure if I understand you correctly, which function call are you calling and what are it's arguments and intervals?

    Comment


    • #3
      I am making a call to RequestHistory(...) with the settings seen below. The symbol is the mini-soybean May 2007. This market will have a lot of 1 minute increments that are missing because there is no trading activity. The array returned by this call will be 500 bars with no time periods when there was no trading. If you look at the chart created by the eSignal basic program the charts show all time periods including the empty time periods where there was no trading. Is there a way to make the call to RequestHistory(...) so that all the time periods including the empty time periods will be included in the return array?



      sSymbol="YK K7";
      sInterval="1";
      btType=btBARS;
      lNumBars=500;
      lStartTime=0;
      lEndTime=0;


      //Request History
      Handle1 = Hooks1->RequestHistory(sSymbol, sInterval, btType, lNumBars, lStartTime, lEndTime);

      //Start Real-time
      Hooks1->RequestSymbol(sSymbol, true);

      Comment


      • #4
        The RequestHistory method call below returns only 500 bars with meaningful 1 minute data. It does not send empty dataset. Your application will need to handle this. On a separate note, even in eSignal application, we only plot the non-zero bars in 1 minute standard, advanced charts as well as interval tabular display.

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