Hello. I'm working on a program using eSignal that monitors about 500 stocks. I am attempting to retrieve the last ten 1-minute bars for each stock, and need to do that every 30 seconds or so.
However, even though I send about 500 history requests, I'm only getting about 100 back.
Here is the request:
historyHandle = esignal.RequestHistory(symbol, "1", btBARS, 10, -1, -1)
request = request + 1
"symbol" cycles through about 500 symbols. "request" increases by 1 for each request. At the end, request = 485.
When esignal_OnBarsReceived occurs, I increase another counter by 1 and then release the history for the handle. This counter ends up around 100.
Should this be happening? Is it even possible to get that amount of data from eSignal in such a short time span?
Thanks.
However, even though I send about 500 history requests, I'm only getting about 100 back.
Here is the request:
historyHandle = esignal.RequestHistory(symbol, "1", btBARS, 10, -1, -1)
request = request + 1
"symbol" cycles through about 500 symbols. "request" increases by 1 for each request. At the end, request = 485.
When esignal_OnBarsReceived occurs, I increase another counter by 1 and then release the history for the handle. This counter ends up around 100.
Should this be happening? Is it even possible to get that amount of data from eSignal in such a short time span?
Thanks.
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