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Is there an API call to fill an array of TimeSalesData elements?

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  • Is there an API call to fill an array of TimeSalesData elements?

    Hi,
    From your example, to capture Time/Sales you begin by creating a filter and calling the method get_RequestTimeSales. The callback ES_OnTimeSalesChanged is called with a handle as paramter . The the sequence is to:
    1) CallGetGetNumTimeSalesBars to determine the number (N) of TimeSalesData records are available.
    2) Loop N times calling GetGetTimeSalesBar for each record.

    My question is: Is there a method like GetGetTimeSalesBar that takes TimeSalesData [N] as a parameter and fills the pre-allocated array with one call?

    The reason being that CallGetGetNumTimeSalesBars will return a number like 5000, meaning 5K calls to GetGetTimeSalesBar.

    Thanks in advance!
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