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Topic: Request Daily Historical Data (2 messages, Page 1 of 1) |
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Moderators: VPfau | |||||
MFrasson3344 Posts: 45 Joined: Nov 09, 2015 |
I am subscribing to daily historical data using this function:
client.Subscriptions.Bars.Subscribe(contract.ID, client.Subscriptions.Bars.Duration.Create(StartingDate, EndingDate, GF.Api.Subscriptions.Continuity.OneTime), client.Subscriptions.Bars.Description.CreateDays(1)) The callback occurs both on BarsReceived and on DayBarsReceived. Which one should I consider? Is my solution the best way to request daily historical data? Thanks Mauro frasson
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VPfau Moderator Posts: 164 Joined: |
Hello Mauro Frasson,
>Which one should I consider? BarsReceived raised for all bars coming to your client. DayBarsReceived raised only for day bars. In 3.5 client DayBarsReceived use to be OnHistoryReceived event. > Is my solution the best way to request daily historical data? yes, it is. Vitaliy Pfau
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