Robi - Time & Sales Question...

[chrisjames]

Using the time and sales code can we just pull (if it meets my volume filter criteria) the SINGLE most recent occurance.

to repeat: we don't want a whole day or even a minute bar worth of Time and Sales we want just the single last t&S data piece if it meets our volume criteira (tsFilter.bFilterVolume)

Cj...

[Guest]

chrisjames,

Unfortunately, the tightest filter that you can have is 1 day, so you will receive ALL TimeSalesData data structures that meet your filter. You will need to add logic to determine which is the most recent. (Set the time to 12:01 AM, receive the data, loop through the data and compare the time to determine the most recent one - which is the last one.) I can see how this adds a bit of processing time to your application and will add a "Starttime" and "Endtime" filter in the next version.

FYI, these changes may be added relatively soon as the TimeSalesData information is being investigated to be used by a major business partner and they may require some additional changes. I will keep you informed.

Robi

[chrisjames]

Looking Forward to Starttime / Endtime filters for T&S data

Please let me know as soon as you have these Starttime and Endtime filters for Time and Sales Data requests ... will ask every 10 days or so...

cjames