Historical Time and Sales Data

[FBI]

Has anyone ever successfully processed more than 2 days of historical time and sales data in the .NET enviroment?

[eSignal_AveryH]

FBI,
It is possible to request more then the current day's data for Time and Sales. Using the property lNumDays in the tsFilter object you can specify up to 10 days of Time and Sales data.
(Lower case L is the first letter in lNumDays) code looking something like this tsFilter.lNumDays = 2

Please remember when doing this request that depending on instrument you could be requesting a very large amount of data.

AveryH
eSignal Support