New API Function Request

[GenSpoo]

I'd like a function that can fill an array of time and sales data in one call as opposed to having to to call GetTimeSalesBar(...) over and over and over and over for each individual tick. My app needs to grab the day's time and sales for the ES and NQ. Combined that means I need to loop over GetTimeSalesBar up to 500,000+ times for a singles days data. This isn't a problem while collecting the real time ticks as they come "slow" enough. The problem is when I am trying to process the initial deluge of the "historic" bars. We are talking many minutes to process as oppossed to the more acceptable seconds it should take. When I know I want all the ticks, I should be able to get them in one efficient function call. Something like:

///////////////////////////////////////
TimeSalesData tsd[500000];
int numBars = GetNumTimeSalesBars(lHandle);
long firstIndex = -numBars + 1;
GetTimeSalesDataArray(lHandle, firstIndex, count, tsd);
///////////////////////////////////////

Here's hopin'....

Oh yeah, and while I'm hoping, I'd like to re-request absolute indexing. And, also I'd like a programatic way to determine when all the historic TimeAndSalesBars have been loaded. As it is, as far as I know, I have to just watch the numbar of bars and when the number of historic bars hasn't changed in 30 seconds or so, then it is ready. Very error prone. So I guess I am requesting two new functions...

///////////////////////////////////////
if (IsTimeSalesHistoryReady(lHandle)) {
    TimeSalesData tsd[500000];
    int numBars = GetNumTimeSalesBars(lHandle);
    long firstIndex = -numBars + 1;
    GetTimeSalesDataArray(lHandle, firstIndex, count, tsd);
}
///////////////////////////////////////

[JayF]

Thanks GenSpoo for the great suggestions. I'll pass these along to our Product Development Team for consideration.