NI225_M time and sales data

[kazumoto]

II would like to get historical time and sales data about NI225_M.

but I can't get MOC(market on close data) at 15:10.

Is wrong this source code ?


Private Sub esignal_OnTimeSalesChanged(ByVal lHandle As Integer) Handles esignal.OnTimeSalesChanged
If lHandle = tsHandle Then
If esignal.IsTimeSalesReady(lHandle) Then
StatusLabel.Text = "History Complete"
Else
StatusLabel.Text = "Receiving Data"
End If

Dim tick As IESignal.TimeSalesData
Dim lNumBars As Long = esignal.GetNumTimeSalesBars(lHandle)

tick = esignal.GetTimeSalesBar(lHandle, -(lNumBars - 1))

log_print1(Str$(tick.dtTime.Year) & "-" & Str$(tick.dtTime.Month) & "-" & _
Str$(tick.dtTime.Day) & " " & Str$(tick.dtTime.Hour) & ":" & Str$(tick.dtTime.Minute) & ":" & _
Str$(tick.dtTime.Second) & " Price:" & Str$(tick.dPrice) & " Size:" & Str$(tick.lSize))
End If
End Sub

Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
Dim uname = "XXXXXXXX"
Dim sname = "NI225_M M8-OSM"

esignal.SetApplication(uname)

UsernameTextBox.Enabled = False
ConnectButton.Enabled = False
SymbolTextBox.Enabled = True
GetTimeSalesButton.Enabled = True

If esignal.IsEntitled <> 1 Then
MessageBox.Show("IsEntitled returned false. Can't send request.")
StatusLabel.Text = "Not Entitled"
Return
End If

Dim filter As IESignal.TimeSalesFilter

If tsHandle <> -1 Then
esignal.ReleaseTimeSales(tsHandle)
End If

filter = New IESignal.TimeSalesFilter
filter.bFilterPrice = False
filter.bFilterQuoteExchanges = False
filter.bFilterTradeExchanges = False
filter.bFilterVolume = False
filter.bQuotes = False
filter.bTrades = True
filter.lNumDays = 1
filter.sSymbol = sname
tsHandle = esignal.RequestTimeSales(filter)
End Sub

[StarrM]

You may have some things out of sequence here. Try something like the code below. This is taken from the VB Desktop API Sample, which does retreive data for NI225_M M8-OSM.

**************************************************
Dim tsFilter As IESignal.TimeSalesFilter
tsFilter.sSymbol = "NI225_M M8-OSM"
tsFilter.bQuotes = True 'Request quotes
tsFilter.bTrades = True 'Request trades
tsFilter.lNumDays = 2 'Number of days for which you want data
tsFilter.bFilterPrice = False 'True indicates that there is a price filter
'associated with this request; False otherwise.
'See page 4-7 of the documentation
tsFilter.bFilterVolume = False 'True indicates that there is a volume filter
'associated with this request; False otherwise.
'See page 4-7 of the documentation
tsFilter.bFilterQuoteExchanges = False 'True indicates that there is a filter of quote exchanges
'associated with this request; False otherwise.
'See page 4-7 of the documentation
tsFilter.bFilterTradeExchanges = False 'True indicates that there is a filter of trade exchanges
'associated with this request; False otherwise.
'See page 4-7 of the documentation

'Make request using info above. OnTimeSalesChanged will automatically
'trigger once there is a value in requestHandle
requestHandle = esignal.RequestTimeSales(tsFilter)

End Sub

Private Sub esignal_OnTimeSalesChanged(ByVal tsHandle As Long)
'Debug.Print ("OnTimeSalesChanged Fired")
If requestHandle = tsHandle Then

Debug.Print ("OnTimeSalesChanged: " & tsHandle)
'lHandle is the handle to the time sales request that requested
'this data
Dim lNumBars, lNumRtBars, lBar, lDiff As Long
Dim item As IESignal.TimeSalesData

lNumRtBars = esignal.GetNumTimeSalesRtBars(tsHandle) 'Gets number of
'real-time bars

lNumBars = esignal.GetNumTimeSalesBars(tsHandle) 'Gets number of
'historical bars

'Determine the number of new bars since the last event
lDiff = (lNumRtBars - lLastTsRtCount) * -1

For lBar = lDiff + 1 To 0
item = esignal.GetTimeSalesBar(tsHandle, lBar) 'Gets a TimeSalesData structure.

whatFlag = item.DataType

Debug.Print ("The flag is: " & whatFlag & "(" & item.dtTime & ")")


If item.DataType = tsdBID Then
sBar = Format$(item.dtTime) & vbTab & Format$(item.dPrice) & " (Bid)" & vbTab & Format$(item.sExchange)
ElseIf item.DataType = tsdASK Then
sBar = Format$(item.dtTime) & vbTab & Format$(item.dPrice) & " (Ask)" & vbTab & Format$(item.sExchange)
Else
sBar = Format$(item.dtTime) & vbTab & Format$(item.dPrice) & vbTab & vbTab & Format$(item.sExchange)
End If

List1.AddItem sBar, 0
Next lBar

'Remember the number of real-time bars so you can track how many
'new real-time bars occur the next time.
lLastTsRtCount = lNumRtBars

End If

End Sub