Joined: Apr 16, 2014
Posted: May 19, 2016 04:16 PM
Msg. 1 of 2
I was trying to write a function to retrieve the earliest date tick data is available for a symbol. I am sending a HTT request with begin date as a very old date ( 20000101 000000), end date as blank, data direction as oldest to newest and maxdatapoints as 1. Its only returning the latest tick.
But if I supply only the end date with trial and error it does return the oldest date. Is there any other simple way?
Joined: Apr 25, 2006
Posted: May 19, 2016 04:45 PM
Msg. 2 of 2
We will never have more than 180 days of tick history, so today's date - 180 calendar days is going to be the earliest for anything that has been listed more than 6 months.
Beyond that, the maxdatapoints filter is applied before the direction filter so that will not work as you have noted.
You could do a 60 minute interval request for the last 180 days, this would be a much faster request than the equivalent tick request, and the date associated with the first minute available would be the first day of tick data as well, so that may be an option that would work.