Tick data updates
Tick data updates
04 Mar 2020, 14:27
Does tick data only come when there is a change of value? sometimes I get no data returned at all.
I know you said tick data depends on the broker.
private void btnGetTickData_Click(object sender, EventArgs e)
{
DateTime now = DateTime.Now;
long from = ((DateTimeOffset)now.AddMilliseconds(-1)).ToUnixTimeMilliseconds();
long to = ((DateTimeOffset)now).ToUnixTimeMilliseconds();
GetTickData(from, to);
}
Replies
PanagiotisCharalampous
04 Mar 2020, 15:06
Hi acrigney,
Why do you use a timespan of one millisecond? It is very probable that there will not be any data within this timespan.
Best Regards,
Panagiotis
@PanagiotisCharalampous
... Deleted by UFO ...
PanagiotisCharalampous
05 Mar 2020, 08:30
Hi acrigney,
I do not understand what do you mean when you say "pool". You can get historical tick data using ProtoOAGetTickDataReq and you can get spot prices streamed to you using ProtoOASubscribeSpotsReq.
Best Regards,
Panagiotis
@PanagiotisCharalampous
acrigney
05 Mar 2020, 09:39
RE:
So sorry mate I ment to type poll! So I can use the TickDataReq to poll for any new tickdata up to the last millisecond and if I don't get any new data I will just sleep for a milli sec and then try again?
PanagiotisCharalampous said:
Hi acrigney,
I do not understand what do you mean when you say "pool". You can get historical tick data using ProtoOAGetTickDataReq and you can get spot prices streamed to you using ProtoOASubscribeSpotsReq.
Best Regards,
Panagiotis
@acrigney
PanagiotisCharalampous
05 Mar 2020, 09:43
Hi acrigney,
You can use ProtoOAGetTickDataReq to get data for specific period of time. If there are tick data in the specified time span they will be returned. If there are not, the repsonce will be empty.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
04 Mar 2020, 14:36
Hi acrigney,
What does GetTickData() supposed to do?
Best Regards,
Panagiotis
Join us on Telegram
@PanagiotisCharalampous