philibilie
-Interested User-
Posts: 1
Joined: Feb 26, 2015
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Posted: Feb 26, 2015 04:59 AM
Msg. 1 of 1
Hi,
I am tinkering with the streaming bars interval method. I am sending this request to IQFeed and receiving the following response:
Command: BW,@ES#,60,20150226 053600,2,3,,,FILL,s,,60
Response: FILL,BH,@ES#,2015-02-26 05:46:00,2114.25,2114.50,2113.75,2114.00,51769,408,0, FILL,BH,@ES#,2015-02-26 05:47:00,2113.75,2114.00,2113.75,2113.75,51779,10,0, FILL,BH,@ES#,2015-02-26 05:48:00,2114.00,2114.00,2113.75,2113.75,51860,81,0,
What I was expecting to receive from IQFeed was 3 datapoints starting from "20150226 053600". Instead stream starts from "2015-02-26 05:46:00" which are 3 datapoints closest to current time.
I am trying to fill historical data on a plot. I already have data returned from service so it becomes redundant. If I want to receive 3 datapoint coming before my previously requested 1000 datapoint it seems to me that I have to receive 1003 datapoints which is very cumbersome.
Am I missing something here?
Thanks in advance.
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