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» Time & Sales data listener
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| Author | Topic: Time & Sales data listener (3 messages, Page 1 of 1) |
 asere -Interested User- Posts: 2 Joined: Apr 18, 2019 |
Posted: Apr 19, 2019 03:33 PM
Msg. 1 of 3
Hello,
I am new here. I got the API and I am trying to get Time & Sales data real time. Which project of the (csharp_2012_examples) solution can get that data? Please note that Level1Socket project does not return any data when I start watching a symbol (that is where I originally thought T&S would be). MarketDepthSocket works fine for quotes only. Any advice would be greatly appreciated. Thanks |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Apr 22, 2019 05:27 AM
Msg. 2 of 3
Backfill will be obtained using the requests in the HistorySocket examples. From that point, the data is kept up to date using the Level1Socket.
With no additional information, I'm not sure why the L1socket wouldn't have returned data for you. At the very least you should have gotten an initial snapshot of data. What symbol were you using? Did you get a not found message back instead? |
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asere -Interested User- Posts: 2 Joined: Apr 18, 2019 |
Posted: Apr 22, 2019 10:22 AM
Msg. 3 of 3
Thank you so much for getting back. I just tried it again (L1Socket). The first time I run it, it worked fine (I got both Q and T messages) for any symbol I requested to watch. After a while I stopped the app and restarted it. Now I am getting only T messages every one second - no Qs (although w[symbol] requests are sent successfully).
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