Posted: May 26, 2015 @ 03:13 PM             Msg. 1 of 2

Hello,

I am writing a program that gets the last 3 days (OEC server limit) of tick data for a series of contracts, i find that the RequestTicks function:

oecapi.RequestTicks(contracts.First, DateTime.UtcNow.AddDays(-1), DateTime.UtcNow );

Usually reaches the max 65553 limit for ticks for such contracts as the ES or NQ, before it gets all the ticks for the day.... what's the best practice for calling for these ticks so that I can get all the ticks for the past 3 days without having to write complicated middle functions.

Thanks much,
Reza

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Reza Khan

Posted: May 29, 2015 @ 12:22 PM             Msg. 2 of 2

Hi Reza,

You cannot load contract historical data that exceeds limit in "one call".
The only way is load data by chunks using oecapi.RequestTicks (if you need ticks) methods with appropriate calculations.

Regards,
Evgeny.

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Evgeny