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In C++, the esignal activex interface still throws com exceptions in GetGetTimeSalesBar(). I think this problem is less pronounced than it was in 7.4, but it is still there.
This makes it practically impossible to retrieve the full range of tick data that is currently available, because I get a com exception at some point during the 1+ hours it takes to get all of the data (on symbol "qqq", for example).
If it were possible to bite off smaller pieces of the tick data, I could at least build a system that could retrieve the data in multiple activex sessions (restarting a new one when the old one throws an exception). But with the tick history collection interface the way it is, I effectively have to start over from the beginning every time anything goes wrong in the tick history collection process.
I'm assuming the "standard" interface doesn't have the fundamental problems that the activex interface has. Can anyone confirm this? Maybe it is time for me to make the leap.
This makes it practically impossible to retrieve the full range of tick data that is currently available, because I get a com exception at some point during the 1+ hours it takes to get all of the data (on symbol "qqq", for example).
If it were possible to bite off smaller pieces of the tick data, I could at least build a system that could retrieve the data in multiple activex sessions (restarting a new one when the old one throws an exception). But with the tick history collection interface the way it is, I effectively have to start over from the beginning every time anything goes wrong in the tick history collection process.
I'm assuming the "standard" interface doesn't have the fundamental problems that the activex interface has. Can anyone confirm this? Maybe it is time for me to make the leap.
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