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» Order or historic requests
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| Author | Topic: Order or historic requests (4 messages, Page 1 of 1) |
 jabercrombie -Interested User- Posts: 1 Joined: Mar 22, 2005 |
Posted: Mar 22, 2005 06:04 PM
Msg. 1 of 4
Is the order of historic data events the same as the order in which you make the requests?
For example if I request 2 days of tick data and then 2 days of daily data will the tick data still come back first? To get around this I have added syncronisation to TeamTrade so it only makes one historic request at a time but this has a few problems when I have multiple charts up. Some other things I have noticed: 1) When requesting one day of tick data I quite often get no response so I always make sure to request at least two days. 2) When using the historic api for different timeframes I had problems so I needed to create three instances of the historic api, one for day, one for minute and one for tick, it all works fine now but it took me ages to realise using the one historic api for different timeframes was causing my activex crashes. 3) When the user tries to lookup a symbol that doesn't exist the historic api never returns, do you get some other message I can monitor? To get around this I do a symbol lookup before any historic request. Thanks Jeremy Abercrombie TeamTrade Development |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 
DTN Market Access, LLC. |
Posted: Apr 8, 2005 09:17 AM
Msg. 2 of 4
Hi Jeremy,
Yes, the order of historic data events is received in the same as the order in which you make the requests. 1) When requesting one day of tick data I quite often get no response so I always make sure to request at least two days. ANSWER: If you request one day of tick data before the market is open, you will not get the data. 2) When using the historic api for different timeframes I had problems so I needed to create three instances of the historic api, one for day, one for minute and one for tick, it all works fine now but it took me ages to realise using the one historic api for different timeframes was causing my activex crashes. ANSWER: You should not need to do this. One instance of the api should work for all requests. You can review our example apps for a demonstration of this. 3) When the user tries to lookup a symbol that doesn't exist the historic api never returns, do you get some other message I can monitor? To get around this I do a symbol lookup before any historic request. ANSWER: MaxTick, TickDays, and Minute will return a message. I am looking into Daily, Weekly, and Monthly. Natalie Hannan DTN Market Access, LLC. |
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gautham -Interested User- Posts: 6 Joined: Sep 22, 2004 |
Posted: May 6, 2005 10:08 AM
Msg. 3 of 4
When I request historic tick data I get the data in reverse time order. That is, for example,
The ticks will have timestamps like so: 16:00:00 15:59:00 15:58:00 etc. Is it possible to download them in ascending timestamp order? |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004 
I'd rather be... |
Posted: May 6, 2005 12:04 PM
Msg. 4 of 4
Quote: Yes, the order of historic data events is received in the same as the order in which you make the requests Requests for historical data on the same port will come back interleaved if the second request is issued before the first is finished! They are not returned in order! I have discussed this in a previous thread - no time to find it at the moment. This caused me a lot of grief as I thought it was a problem on my side - there is no ID with any data coming back so that you can identify the returned information and match it to the request. I have verified this for daily, weekly and monthly data. I have not looked at tick data but I would only do one request and not another until fulfilled. For multiple simultaneous requests use separate ports. You need to trap several types of errors too as there are various responses to indicate that the request is fulfilled. Ciao! David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ |
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