Support Board

Date/Time: Fri, 26 Apr 2024 10:16:38 +0000

Post From: DTC Protocol

[2018-04-22 18:29:34] Link To Thread - Link To Post [Go To First Post]
User942837 - Posts: 108
Hi, 1) the HistoricalDataIntervalEnum seems that it does not cater for any minute data > 1M because it skips directly to 1D after 1Min. Do you have any plans say to implement any other time interval? Because if I want data for example for 60M intervals, I would have to download data for Interval1Minute which is pointless. I know this could be reconstructed but makes it much easier to request the timeframe requested. Am I missing something? Also if I want to get OHLC for RTH session session, I do not see a way to restrict start and end time like you would in Chart Settings. Any plans to implement this? 2) Are there any plans for DTC to process Time Related interval messages. E.g. If I want to get OHLC data at the close of the last bar, do I have to figure out the OHLC myself from message MARKET_DATA_UPDATE_TRADE_COMPACT 112 or is there a better way to do this? Would really make things better if a client can receive a notification message at the last bar closed on any requested timeframe. Thank you