Time & Sales - how to work correctly

[modulusdata]

Hi

I have a question about Time&Sales
What I want to achieve is to make a T&S request and get first all the historical data that is available then continue to receive real-time data. I wrote such a code (VB6) for OnTimeSalesChanged event.
Static lLastTsCount As Long
Dim lNumBars, lBar, lDiff As Long
Dim item As IESignal.TimeSalesData

lNumBars = esignal.GetNumTimeSalesBars(lTsHandle)
If lNumBars <= 0 Then Exit Sub

' how many new bars since last time?
lDiff = (lNumBars - lLastTsCount) * -1

For lBar = lDiff - 1 To 0
item = esignal.GetTimeSalesBar(lTsHandle, lBar)
sBar = FormatTS(item)
list.AddItem sBar, 0
Next lBar

lLastTsCount = lNumBars


However I see duplicate historical records (same time stamp) in list box. I guess I do something wrong when receiving historical data. I tried to find any samples that shows how to work with historical and rela-time T&S data but couldn't find one. All I found is only for real-time data.

Pls advise what I do wrong.

Thx

[AChan]

There is a simpler way to do this. You can take a look at the
Time and Sales in VB.zip sample here:

http://share.esignal.com/groupcontents.jsp?folder=&groupid=185

[modulusdata]

Hi

Yes, I know about that page, but pls show me a link that shows how to work with Historical T&S data. The last 3 (that you pointed) are simple samples for real-time only.
Did I miss something?

Thx

[AChan]

The "Time&Sales in VB" sample handles both historical and real-time time&sales data. It first obtains the historical data followed by the real-time portion. You can take a look at that sample.

To obtain just the historical time&sales data, you can use the following logic:

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

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

For lBar = (lNumBars * -1) + 1 To (lLastTsCount * -1)
'Debug.Print "Processing from " + Str(lBar) + "to " + Str(lLastTsCount * -1)
item = esignal.GetTimeSalesBar(tsHandle, lBar) 'Gets a TimeSalesData structure.

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$(item.sExchange) & vbTab & Format$(item.lFlags)
End If

List1.AddItem sBar, 0
Next lBar

lLastTsCount = lNumBars
'esignal.ReleaseTimeSales (requestHandle)
If esignal.IsTimeSalesReady(tsHandle) Then
esignal.ReleaseTimeSales (tsHandle)
End If
End If

End Sub