Denny has contributed to 2 posts out of 19450 total posts
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So if I'm understanding this correctly, it selects (up to) MaxDatapoints results, and then filters. Is there a way to query a specific number of C trades?
In testing out some of the tick queries, I get far fewer than the MaxDatapoints I specify. For a random day of Google:
(same two results for 50 and 100)
I get this same behavior when using HTT, querying from 000000 to 235959 within a prior day.
Our assumption was that a MaxDatapoints setting of 1 would be an easy way to indicate if any trades happened during that time period, but it seems to be very unreliable and often returns 0 results even when many ticks occurred during the queried time period.
Edited by Denny on Feb 28, 2018 at 05:40 PM