Requesting tick history

[danharp]

I'm running into a strange problem. I am experimenting with the RequestHistory stuff. If I ask for 100 bars of 1 minute data, I get what I expect. If I change the interval to "T" or "1T", I would expect 100 ticks of data, but the number of bars being returned is huge! (40,000 + for MSFT).

Here is the call I am making (C# after tlbimp)

this.m_historyHandle = this.m_esignal.get_RequestHistory( "MSFT", "T", IEsignal.barType.btBars, 100, -1, -1 );

Any thoughts?

[JayF]

Thanks Dan for the notification. We are researching the issue, and will reply as soon as we know more.

[GenSpoo]

This is probably not the issue, but I'd double check to make sure you are also calling esignal.ReleaseHistory() when you are done. The esignal app seems to have a memory about those things even if you app shuts down between requests.

[JayF]

This is done by design. The reason for this if you want 200T bars and load the last hour of data, then decide you want to backload more data to build those 200T's, this will affect how the bars are built, OHLC of every bar, etc.

When using tick based charts, data is returned for the complete day. This could be better documented in the API guide and I will pass along that suggestion to our technical writer.

[GenSpoo]

I was just surprised once when I created an application to collect ticks (i.e. time and sales) and the application started receiving OnTimeSalesChanged events before I had even requested them. The reason was that I had forgotten to call ReleaseTimeSales before my app closed. Once I started doing that, no problems with magically appearing data.

[danharp]

Yeah,

I've seen similar behavior myself as well. I've seen my test app get an event before actually subscribing to data. Usually due to an improper shutdown or, like you mentioned, failure to release a handle.

I have also seen that sometimes I need to send in a request twice before I start getting historical data. For example, if I get historical data for MSFT, then request DELL, I may have to send the request for DELL again before I will receive the data. I haven't spent the time to track this down yet, but probably something in my code

Dan