Joined: Apr 7, 2016
Posted: Apr 7, 2016 10:56 PM
Msg. 1 of 1
I'm completely new to this, so I hope I'm not asking a question with an obvious answer. I wasn't able to find anything in the documentation or using the search feature.
The first thing I wanted was to write the historical tick data for @ES# to disk for reference and back-testing. I simply edited the HistorySocket example program to write the data to file. It works fine unless I request more than 8 days of historical data. I'm not getting any errors or anything, it just runs for 20 minutes or so, gets 8 days of data and then !EndMessage! for the end of the signal.
I'm aware that 8 days is the limit during market hours, but it is almost midnight in NYC right now so this shouldn't be an issue. Is it timing out? Do I have to request data in 8 day chunks? I'd appreciate any help, thanks.