Joined: Nov 18, 2005
Posted: Jan 7, 2006 08:26 AM
Msg. 1 of 2
Please consider creating the partial last bar/candle to reflect the current albeit unfinished candle. The work required for the developers to do this is quite unnecessary.
For instance, if a weekly history request is made and it is thursday midday, the reponse will only send the last bar through wednesday and not reflect the intraday thursday. It would be extremely powerful to have this data come as the last bar (perhaps as an option for those who like it as it is). Otherwise, one must refer to the summary message (a completely different call to a completely different socket) and applied its OHLCV data appropriately, even if one is not interested in 'watching' the symbol going further.
If the candle has not started then the OHLC would all be equal to the CLOSE of the last candle and the volume would be 0.
This suggestion would be for all timeframes except Tick.
Joined: Sep 22, 2005
Posted: Jan 8, 2006 01:22 PM
Msg. 2 of 2
The odd part is that this seems to work for all shorter timeframes. For example, if you query a 5 minute data, you'll get the current bar partially completed. If you query daily data, you do not.
I'd add my voice to making this consistent.