t&s history

[cgaylord]

goodness

That would be so wonderful. Anything.

Thank you.

[cgaylord]

still needing help

I'm feeling dense here, but still not retrieving time and sales tickdata history.

George has offered to post a vb.net version that works and that probably will get us what we need.

Robi said that between the TsSample Project and pages 4-7 to 4-9 of the documentation, one should be able to do it with vb6. The only modification to the TsSample Project that we can see is to change the tsFilter.lNumDays to something greater than 1, but this still seems to return only current data.

Not sure what else to do? I'm sure I'm probably missing the obvious.

Curtis

[JimBecker17]

It's possible you are doing the right thing, but the history servers aren't processing your request. I've had a lot of inconsistency with historical five minute data, although last night seemed to be working.

You might try using an array of symbols and seeing if any of them get responses rather than expecting a single test symbol to be a "lucky" one.

Just a thought. Good luck!

-Jim

[GenSpoo]

Here is a simple project (please excuse my VB skills ). It dowloads one days worth of history and displays info regarding the first and last ticks in the cache (the last being a realtime update if the market is still open).

BTW, I noticed a weird issue while coding where eSignal wouldn't send me the full history (or at least I couldn't get it when calling GetTimeSalesBar, OR (and more likely), it could have been that GetNumTimeSalesBars was actually returning what should have been returned by GetNumRealtimeTimeSalesBars). I believe it may have been caused by me not releasing the time sales handle when I closed the app (because I was just testing and hadn't attempted to free the time sales handle). Just a thought. Restarting esignal fixed it (actually I just rebooted, not sure if I needed to go that far).

Cheers... George

[GenSpoo]

Darn it. Did you know that if you preview a post before submitting it, that it will remove what was in the file attachement field? Well, I'm attaching it now.

[cgaylord]

thanks

Thanks, George. We'll be able to give it a try about 2 p.m. CDT today.

Do you think that changing the filter.lNumDays to 4 should retrieve 4 days of history instead of 1?

[GenSpoo]

Re: thanks

Originally posted by cgaylord
Do you think that changing the filter.lNumDays to 4 should retrieve 4 days of history instead of 1?

Yes. It should. I didn't try that specifically with this app, but I have done that in my "real" C# app and was able to retrieve the full 10 days available when needed.

[cgaylord]

only 10?

I noticed in the esignal app doing the tick replay jazz it is limited to 10 days. We've heard something about maybe 60 days or even 120 days of history being available.

Do you know anything about that or is 10 days really it?

[GenSpoo]

It's 10 days for time and sales history. For bar history it's much longer, but I don't recall the actual number of days. I believe they must build tickbars from the time and sales, thus trying to use 1T in a RequestHistory call instead of using RequestTimeSales would not circumvent that issue. Just a guess.

Cheers... George

[cgaylord]

more history

Which raises an interesting result: using RequestHistory. We've tried this and using T1 for the interval returns Time and Price, but no volume. Using 1T returns Time and Volume, but no price.

I've seen this post elsewhere on the forum as well.

Have you experienced this? I guess one could retrieve twice and try to integrate.

[cgaylord]

george thanks

George

Thanks for your vb.net t&s history app.

It works fine and provides the basics of what we needed.

From that app we can actually see why the TsSample Project for vb 6 was not retrieving history and only current ticks. Wonder why that was such a hard answer for the forum to come up with? That is, how to modify that vb6 TsSample app to make it work for history. Probably my own lack of attention somewhere.

Anyway, we have been converting most of our jazz to .net platforms, so will probably just work with the basics you provided and finally be able to move ahead. We would like more than 10 days of history, but will deal with that for now and address the possibility of getting more later. We really need to get our app converted to run with esignal since we've dropped our previous provider and have nothing now.

Again, thank you very much. No doubt another question or ten for the forum later.

Curtis

[GenSpoo]

You're welcome Curtis. Glad it helped.

[lparkh]

Hi,
I'm coming late to this discussion but wanted to make sure I understood. No T&S data is available more then ten days back? Or only certain kinds of data or certain kinds of T&S api calls work only that far back?
I'm interested in going back more then ten days for T&S via api. Please clarify.

[GenSpoo]

That is correct. You can only retrieve 10 days worth of time and sales data (regardless of the symbol). This is not an API issue, so it doesn't matter how you try to access it. There is more than 10 days (much more) worth of data in minute, day, and weekly bar form.

Cheers... George

[Guest]

Genspoo is correct in that only 10 days of time and sales data are available. You can obviously create your own warehouse of time and sales data for more days. We have much more data available as daily OHLC records, at least 10 years for most symbols. There are 120 days of intraday data.

The amount of time and sales data available may increase to 30 days, but that data is currently only available for a very select group of clients. As we increase the quantity of those servers, we may make it accessible via the API.