RequestSymbol at 9:28

[MJMTrading]

My program makes a number of RequestSymbol calls between roughly 9:28:01 and 9:28:10. When the OnQuoteChanged event is then triggered, I look at the dLast value of the quote. However, this value seems to return yesterday's close, even if I know there have been trades since then.

Is there any way to ensure I get the most recent trade of today?

Thanks.

[StarrM]

You need to process FormT trades. This is available via the TimeSalesData structure. (Page 4-9 of the documentation.)

[MJMTrading]

Ok, so I need to use the esignal.RequestTimeSales. Thanks.

Also, is there any way to view data for bars pre-9:30? From what I understand, esignal.RequestHistory can only be used for bars between 9:30 and 4:00.

[AChan]

This is possible. You can take a look at chapter 4 of the Desktop API documentation regarding the RequestHistory method. For example, to get quotes from 6AM to 4PM, the interval would be
360, 960 for start_time and end_time.