Tick History

[yhershkowitz]

Dear support,

Using the desktop API, I am trying to get historical data for ticks for about 2 months. According to what you have written in another trade, tick history of the last 120 days is held on the server, so theoretically, it should be possible.

But: when I request tick data for the last 4 days, for example, it takes about 1 hour until the "IsHistoryReady" property changed to "true", and the time of waiting grows linearly with time, more or less. That means that for 60 days of data I should wait a couple of days, which is impossible (For example because our server has to reboot every night).

What do you suggest me to do? Is there any way to request the tick history of a specific day? (Hence, not starting from today, but starting from 3 weeks ago, for example, and backwards?)

Is a faster internet connection (mine is pretty fast already) going to help?

Any other solutions to this?

Thanks,
Ronen

[JimBecker17]

I think first off you are only going to be able to fetch 10 days of tick history ever. So if you want to accumulate you have to think going forward rather than backward. In two months you will have 60 days...

The way to figure out that the tick data is on your computer is to keep track of number of trades and when they don't change for a minute you have all the data available. The requested solutions to this from years past have just been in the bit bucket as far as can tell. Once the count stablizes you can then fetch each record.

The overall time issue is marshalling the Tick data across the COM link one entry at a time. I just checked this board for the first time in a year to see if anyone has yet addressed this. It was first asked for if memory serves me back in 2004 but not clear anything has been worked on for at least a couple years.

You can search for my login name and you will find plenty of whining on this issue but only about once a year for the past couple years...

-Jim

[StarrM]

Jim is correct that you can only get 10 days of tick data. See this KB article for a list of how far back you can go for various items:

http://kb.esignalcentral.com/article...ticle=1203&p=1

It should not take an hour to process 4 days worth of data. Doing so here takes about a minute. How are you making and processing the request?