Posted: Dec 09, 2009 @ 02:11 PM             Msg. 1 of 5

Hi,

Can you please help me to understand the difference beetween using

SubscriptionType.TickBar vs SubscriptionType.Ticks with SubscribeBars function ?

And what represents BarInterval in each case ?

I have more questions after i get reply on this simple one please:-)

Thanks
Vigen

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Vigen Dolbakyan

Posted: Dec 10, 2009 @ 11:40 AM             Msg. 2 of 5

Ticks subscription allows to receive trades (ticks), and TickBar subscription gets bars composed from every N ticks, where N is BarInterval.

BarInterval is not used for Ticks subscriptions.

Posted: Dec 10, 2009 @ 12:39 PM             Msg. 3 of 5

Hi Thank you very much for a quick reponse.

This is what I was expecting , now my real question ?

Can you please confirm that what I think is correct

I want to get 33tick well known chart

1. Call SubsribeBars(startdate, OEC.Data.SubscriptionType.TickBar, 33)
2. Where startdate for example is last 10 minutes
3. I have my handler OnNewTick of OECClient.Global.OnTicksReceived(array of Bar)

I assume that OnNewTick will be triggered with the array of bars, where each bar represents 33tick bar(meaning 33 trades took place ).

But I receive something that doesn’t seem like what I expect

For example when first onTickRecived arrives it has Bars array size =1440 each bar has the same low,high, close, open, and ticks=1

Can this be true or i missunderstanding something

Thanks very much in advance
Vigen

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Vigen Dolbakyan

Posted: Dec 11, 2009 @ 04:05 PM             Msg. 4 of 5

You need to handle OnBarsReceived event.

OnTicksReceived event works for SubscribeTicks and has Ticks in parameters.

Posted: Dec 11, 2009 @ 04:19 PM             Msg. 5 of 5

Sorry thats what i meant,

Example i brought was for
Private Sub onNewBar(ByVal SubScription As OEC.API.Subscription, ByVal Bars As OEC.API.Bar())

Bar also has Ticks in oparameters

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Vigen Dolbakyan