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1 minutes bars for 250 symbols.

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  • 1 minutes bars for 250 symbols.

    Hi Robi,

    I'm downloading 1 Minute history for 250 symbols. Since I can't download them at the same time, I have to download the history one by one.

    So I was first downloading my symbol in a loop one by one, something like the last 9 bars for each of them, it took ~2 seconds to download the 250 stocks. The fisrt time it takes ~2.5 minutes but I don't care since I do it only once.

    So it was working well but something got my attention, after a while : the volume was wrong.

    I investigated this issue and found out that I needed to clear the symbol cache after each download in order to correct the 1 minute ticks. My problem now is that after the call to clearsymbolcache, downloading the 250 symbols takes ~2.5 minutes.

    How can I speed things up and get correct data??

    Thanks,
    Nick.

  • #2
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    • #3
      You should only be downloading the 1 minute bars once and then use the quotes to update the bars within your application. You will not have any issues if you change your program logic.

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      • #4
        Thanks for your response robbi,

        But to recreate the 1m history with the quote, I need the exact time. I need also to know if it's a trade and the volume.

        But it looks more and more like a time and sales...

        Thanks,
        Nick.

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