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Historical Tick Data Flags

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  • Historical Tick Data Flags

    I'm an ex-API user so I apologize for not being able to just try this for myself. But your API startup fees are a bit steep for that.

    If I get historical tick data through the API what is contained in baritem.bfFlags? Does this correspond to "Condition" in a time and sales window? If not, is "Condition" accessible through the API?

  • #2
    baritem.bfFlags can either be bfBIDASK or bfTRADE which indicates whether the tick is a trade or a bid/ask. The Condition field shown in an eSignal T&S window is currently not supported by the Desktop API.

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    • #3
      Originally posted by AChan
      The Condition field shown in an eSignal T&S window is currently not supported by the Desktop API.
      it really should be... are there any plans in including this in the near future? if not, is there a request process that may allow its consideration?

      thank you,
      lorn

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      • #4
        Thank you for your inquiry. Currently, there is no ETA to support this with the Desktop API. We will however acknowledge your suggestion and forward to the proper channel for consideration.

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