Time and sales historical data?

[Trader9]

Hello,

I am trying to write a study that changes the colors of candlebars according to an analysis of the Time and Sales data associated with each bar. How do a access that data from Javascript code? I see under EFS Knowedgebase...Function Reference...Time and Sales Functions only functions that return the latest transaction data in real time, not the historical data I need.

Thanks,
Eric

[eSignal_EricL]

Hi Trader9,

Historical Time & Sales data for EFS is not supported, only the real time data is.

Sincerely,

Eric
Technical Support

[Trader9]

Thank you for your response! So, the six real-time functions I see are:

getMostRecentAsk()
getMostRecentAskSize()
getMostRecentBid()
getMostRecentBidSize()
getMostRecentTrade()
getMostRecentTradeSize()

These functions each give me one datum from the last event of a given type. Using this kind of polling interface to try to monitor the flow of events will yield incomplete and inaccurate results. If events occur too quickly, I could miss them entirely, or I could combine the price from one event with the volume from another. Or if consecutive events have the same price and volume, there would be no way for me to tell that a new event took place.

What I need is an event-driven interface: I provide a callback function, which gets called every time a new event occurs. The parameters passed to me will tell me the type, price, and volume of that event. Are there any functions that let me get Time and Sales data in this event-driven way?