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Problems with extracting data from API

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  • Problems with extracting data from API

    Hi,

    I am using a vb esignal api script to obtain data from the api for 60 instruments. However depending on session choice a few of those instruments only produce very incomplete data for the extent of the available history. i.e. just a few months for a symbol with one session choice but then a full history for the same symbol using a different session choice. Two symbols refuse to produce more than a few months data using any session choice (jap 10 year bond and canola). Any ideas?

    Regards,

    Nick

  • #2
    The problem is minimal (3 instruments) if I only use the combined session for each instrument and most severe for pit session (nearly 20 instruments). No other parameter in the script seems to affect it.

    Regards,

    Nick.

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