ddtrader
-Interested User-
Posts: 4
Joined: Oct 3, 2017
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Posted: Oct 3, 2017 01:06 PM
Msg. 1 of 4
It seems that HDX and HWX don't include the current period's partial data; Is this the expected behavior?
I'd assume if this is the expected behaviour it'd be because you're computing daily data at EOD and weekly data at end of week, but wouldn't it be more developer friendly to tack on an on-the-fly partial data candle at request time?
Seems to me like that must be what almost every developer does, every time they have to request daily/weekly data. The greater good would call for it be included, no?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 3, 2017 01:28 PM
Msg. 2 of 4
Good afternoon,
Thank you for posting. This is something we have been looking at for some time. Hopefully we will be able to get this added for you, but it will likely be next year before it could be rolled out. For the time being, the current bar will still have to be pulled from the summary message in conjunction with the history call to get the data you need I am afraid. We will send out announcements to all developers when this functionality is available to test.
Tim
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ddtrader
-Interested User-
Posts: 4
Joined: Oct 3, 2017
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Posted: Oct 4, 2017 01:16 PM
Msg. 3 of 4
Alright thanks. Will be more fun for new developers to be sure.
In the meantime since I had to do this for both daily and weekly period, I've opted to simply call hourly data for the current day or week and compute a last candle to tack onto my returned data - this way I use mostly the same code for both, and don't need to manage watching/unwatching symbols!
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Oct 4, 2017 01:27 PM
Msg. 4 of 4
Makes sense, just let us know if you see anything else along your way that I can help with.
Tim
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