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HistoricalPriceDataRequest

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[2019-04-04 17:08:16] #1 [Go To First Post]
User942837 - Posts: 108
Is it possible to add functionality for other intervals greater than 1 min e.g. 60M, 30M, 15M and 5M which are very commonly used. Thank you

[2019-04-04 21:52:59] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You are referring to the DTC historical data server. You can specify those values just as a number of seconds. So 60 minutes would be 3600. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2019-04-08 08:51:02] #3 [Go To First Post]
User942837 - Posts: 108
How is this possible when RecordInterval if of type HistoricalDataIntervalEnum? I have no way of sending an int. I tried creating a new enum for value 3600 but it still didn't work. I just got second data! I also changed the type from ENUM to INT (which is not recommended as I am changing the auto generated code from Google protocol Buffer) and the output was the same. (Second data and not 60 minute when 3600 is passed in). This is the auto generated HistoricalDataIntervalEnum code. public enum HistoricalDataIntervalEnum { [pbr::OriginalName("INTERVAL_TICK")] IntervalTick = 0, [pbr::OriginalName("INTERVAL_1_SECOND")] Interval1Second = 1, [pbr::OriginalName("INTERVAL_2_SECONDS")] Interval2Seconds = 2, [pbr::OriginalName("INTERVAL_4_SECONDS")] Interval4Seconds = 4, [pbr::OriginalName("INTERVAL_5_SECONDS")] Interval5Seconds = 5, [pbr::OriginalName("INTERVAL_10_SECONDS")] Interval10Seconds = 10, [pbr::OriginalName("INTERVAL_30_SECONDS")] Interval30Seconds = 30, [pbr::OriginalName("INTERVAL_1_MINUTE")] Interval1Minute = 60, [pbr::OriginalName("INTERVAL_1_DAY")] Interval1Day = 86400, [pbr::OriginalName("INTERVAL_1_WEEK")] Interval1Week = 604800, } Kindly elaborate about how am I going to get OHLC data at 60 minute intervals. Thank you Date Time Of Last Edit: 2019-04-08 08:58:50

[2019-04-08 19:39:52] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
HistoricalDataIntervalEnum is an integer type and you can use any value but if you are using protocol buffer encoding, not sure how it would handle that. We will add some new constants and get those released. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-08 19:40:06

[2019-04-09 07:18:49] #5 [Go To First Post]
User942837 - Posts: 108
Thanks for the reply. In which release will this be added please? Please add at least the basic ones... 5, 10, 15, 30, 60, 120 minutes. While we are at this, Is there a way to have a custom session start and and time for historical data please? Thank you

[2019-04-09 09:44:16] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will add those additional intervals. This will be out in 1898. Session times are not supported. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-09 09:44:41

[2019-04-09 09:55:28] #7 [Go To First Post]
User942837 - Posts: 108
Thanks for your reply. How do I know what time region this is working on please and the session start and end time please? I have mine set to Brussels (in Data/Trade service settings) but the timestamps are very confusing and don't have a clue what its using. I have not found any details about this in documentation. Thanks

[2019-04-09 18:10:37] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The timestamps are always UTC. Always UTC. And this is documented. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2019-04-09 18:18:22] #9 [Go To First Post]
User942837 - Posts: 108
Ok thanks and what are the session start and end time periods? Is it full rth session including pre and post market?

[2019-04-10 08:02:42] #10 [Go To First Post]
User942837 - Posts: 108
further to my last question - I'd like to ask if there are any limitations on 1 minute date. I'm trying to get 1Min data for the last 2 years using HistoricalPriceDataRequest and only getting 6 Months. Daily works fine.

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