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OEC API > Market Data > Ticks backfill
Author Topic: Ticks backfill
(7 messages, Page 1 of 1)
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DBrubaker673
Posts: 55
Joined: Jul 18, 2007


Posted: Aug 26, 2008 @ 02:28 PM             Msg. 1 of 7
Today I am trying to backfill ESU8. Requesting a time period from 8/22/2008 4:14:00 PM thru 8/25/2008 2:43:58 PM returns 36384 ticks in the range from 8/22/20085 1:24:22 PM thru 8/25/2008 10:24:45 AM.

No matter what I do, I can't seem to get ticks on 8/25 between 10:24:45 AM and 2:43:58 PM. Are they missing and not available? Or am I misunderstanding something?

Thanks,
Dale

Dale
SergeK
-Developer-
Posts: 475
Joined: Jan 26, 2007


Posted: Aug 26, 2008 @ 02:45 PM             Msg. 2 of 7
what environment you are using - api, sim or live? Also what is username you are using for these requests?
DBrubaker673
Posts: 55
Joined: Jul 18, 2007


Posted: Aug 26, 2008 @ 02:49 PM             Msg. 3 of 7
First did API, then live, no difference in results.
DBrubaker60 is the username on both.
BTW my first request was from 8/22 until now, and I received about 60,000 ticks from now (8/26 pm) back till 8/25 pm. The second request missed the ticks between 10:30 and 2 approx.

Dale
SergeK
-Developer-
Posts: 475
Joined: Jan 26, 2007


Posted: Aug 26, 2008 @ 02:54 PM             Msg. 4 of 7
Note that there's a limit for 65536 ticks (1 Mb of data) per request - so if you already received 16 packets of 4096 ticks in response, but still missing some data - please request again using last received tick timestamp as a start timestamp.
example:
if requestticks 8/22 to 8/26 returns ticks up to 8/25 10:30 am, send another request 8/25 10:30 am +1 tick) to 8/26.
DBrubaker673
Posts: 55
Joined: Jul 18, 2007


Posted: Aug 26, 2008 @ 02:59 PM             Msg. 5 of 7
That's not how it works. Requesting ticks for 8/22 to 8/26 returns a little more than 60000 ticks (in 4096-tick chunks) from 8/25 pm to 8/26. Then I must request again from 8/22 to 8/25 pm.

Dale
SergeK
-Developer-
Posts: 475
Joined: Jan 26, 2007


Posted: Aug 26, 2008 @ 03:43 PM             Msg. 6 of 7
sorry I misinformed you - the limit is certainly applied to last 65536 ticks, not first ones.

Then, if you got data from 8/25 1 pm, you correctly requested again from 8/22 to 8/25.

However, time of day also needs to be considered.

All tick timestamps and API parameters are in UTC.

Do you do any timezone conversion?

For example, if you convert first tick time to local time and then request more ticks using this local time as a request parameter, this might cause the gap in ticks.
DBrubaker673
Posts: 55
Joined: Jul 18, 2007


Posted: Aug 26, 2008 @ 04:35 PM             Msg. 7 of 7
Duh! That worked. I was converting ticks received but not the request params.

THANK you!

Dale