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I was playing around with RequestTimeSales to try to get trade and volume data (historical, not real-time).
I can see that the historical data comes in, and I know you can get the number of historical bars in the data set.
How do you know when the data is finished coming in? The only thing I can think of is to request extra data to ensure that you get an earlier date/time than you need, then test for the date/time you are lookig for at a minimum. This would be an extreme waste.
Is there any way to know that the historical data has finished collecting? I am not getting any real time data for what I am looking for, so I don't know if the real time comes in second. That wouldn'd help anyway, because I don't want to have to rely on real-time data to be there to trigger the end.
I am using time/sales because I was having problems getting tick price and volume using the RequestHistory method. I was able to get the trade prices, but the volume was always zero.
I can see that the historical data comes in, and I know you can get the number of historical bars in the data set.
How do you know when the data is finished coming in? The only thing I can think of is to request extra data to ensure that you get an earlier date/time than you need, then test for the date/time you are lookig for at a minimum. This would be an extreme waste.
Is there any way to know that the historical data has finished collecting? I am not getting any real time data for what I am looking for, so I don't know if the real time comes in second. That wouldn'd help anyway, because I don't want to have to rely on real-time data to be there to trigger the end.
I am using time/sales because I was having problems getting tick price and volume using the RequestHistory method. I was able to get the trade prices, but the volume was always zero.
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