Real-Time Quotes

[traderprofile]

Is there is any chance to have returned the following fields in the OnQuoteChanged event:

- Open Price,
- Previous Day Close Price,
- Day High,
- Day Low,
- Day Cumulative Volume

in addition to present

- Last Price,
- Bid Price,
- Ask Price,
- Bid Size,
- Ask Size,
- Last Size.

BR Harry.

[JayF]

Harry,

Thank you for your suggestion. Those values can already be gathered via RequestHistory. What benefit would there be to have these values returned through OnQuoteChanged? Thank you for your insight on this.

[traderprofile]

Yes, I am able to get them in this way.

But there is some disadvantages however:
I should perform two parallel trackings for quote and historical changes to have all of those fields at once, and thus I have two events in my application when price is changed instead of one - it looks like there is two ticks with the same price but different volume.
Of course I can skip one of them, but the second point is that history requests are slower a bit than quote response. And omit one request may speed up application twice as much

[JayF]

Ok. Thanks for the feature request. I'll pass this over to our Development Team to consider adding for a future release.

[traderprofile]

Is there is any chance to have it doen before tradeshow at mid feb?

[JayF]

I'm unsure of what's on the Development Team's plate at this point. It looks like we'll have spurts of work on the Desktop API as we receive the resources. If I hear any word, I'll be sure to update the community.