Posted: Mar 10, 2011 @ 03:43 PM             Msg. 1 of 4

Hey all,
What method is used to retrieve backfill tick data. I've been told it only goes back a day or two which is fine, but currently I am lost on how to retrieve the historical tick data and I couldn't find it in the documentation.

Does anyone know? Also if you could provide some simply code for getting backfill tick data that would be awesome!

Thanks guys!

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Chandler Gegg

Posted: Mar 11, 2011 @ 09:29 AM             Msg. 2 of 4

Hello,

you need to use RequestTicks method http://www.openecry.com/api/api/OEC.API.OECClient.RequestTicks.html. Responses will be sent in several "packets" via OnTicksReceived event http://www.openecry.com/api/api/OEC.API.OECClient.OnTicksReceived.html

You can request up to 3 days back, but our server will send no more than 64K of ticks (the latest ones). So, you will need to re-request of missing part one more time to get one more 64K ticks and so forth.

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Victor Vins
Software Developer

Posted: Mar 11, 2011 @ 03:44 PM             Msg. 3 of 4

appreciate the information.

To confirm - tick data does not offer bid quantity, ask quantity or last trade? Is that correct?

Thanks
Chandler

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Chandler Gegg

Posted: Mar 11, 2011 @ 04:19 PM             Msg. 4 of 4

Right - tick data do not provide bid/ask quantity.
last trade - I think tick and "last trade" are synonyms

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Victor Vins
Software Developer