Posted: Oct 31, 2011 @ 02:05 PM             Msg. 1 of 5

In the OEC Trader there is a menu item to get more data. When I have a Range chart open and I select this I do get more data. I am wanting this. Is there a call in the API to do this? My first call when requesting historical data is with the start time of a date long ago (more than I know you have history for). If I am doing this wrong let me know, or is there another method for getting more data?

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A bus station is where a bus stops. A train station is where a train stops. On my desk I have a work station.....

Posted: Oct 31, 2011 @ 02:23 PM             Msg. 2 of 5

Hello,

Yes, we have certain limitations for data requests as by history depth as well as by amount of bars/ticks.

So, your idea about requesting data with the start tme of a date long ago is correct.

All you need to do is re-request data from some point-in-past to the timestamp of the first bar/tick from previous results.

But the more convenient way is to request data by amount.
Please see this method - http://www.openecry.com/api/api/OEC.API.OECClient.RequestBars_overload_4.html

As it obvious from description it allows you to request certain amount of bars.

So, let's say you requested 1000 bars with 1 minute interval.
Once you get it, you should make another request for another 1000 bars but using timestamp of the first bar from previous results as a value for EndDate parameter of the method.
Then repeat this operation again and again until you get zero bars - that means that either we do not have any data for this contract or you have met our limitation for history depth.

Unfortunately, this method doesn't work for Range/Momentum bars when IgnoreSessionBound is true, but you still can use "from/to" requests in the same way as described in the scenario above.

Please let me know if you have any questions.

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Ruslan Kartokhin
Software Developer
Edited by RuslanK on Oct 31, 2011 at 14:26:37

Posted: Jan 23, 2012 @ 02:41 PM             Msg. 3 of 5

So.... what you are telling me is that using RequestBars with a start time and end time will work and get me all of the data I need. ... I have tested this and I don't think it is working. The first call I do is: (ESH2 is the symbol)
RequestBars(con,2.0,40931.815972222226,SubscriptionType_Bar,5); this is to get all of the history for the 5 min. The first data that I get is for Dec 7. So that is all the history you have? that is my question. So I loaded up OEC Trader 3.5 and opened ESH2 5 minute chart) I then keep clicking to get more data and more data and more data....over and over again. This will go well beyond Dec 7th. back into November. At this point I am thinking that my way is not working. So no this method doesn't get 'All' available data.
I might be able to work in the way you have described above, but this would require a re-write of the current method I am using. Can the way I am doing be fixed to get 'All' available data with the two dates?

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A bus station is where a bus stops. A train station is where a train stops. On my desk I have a work station.....
Edited by PArnoldson on Jan 23, 2012 at 14:42:44

Posted: Jan 23, 2012 @ 02:59 PM             Msg. 4 of 5

Let me explain it again - we do limit data responses from our servers.
So for any bar subscription/request you can receive only 8192 bars at maximum, no matter what start date you specify.

For your case - once you get data (that one started from Dec 7) - make another request for bars with EndDate = Dec 7 and same StartDate as in the previous request. Then concatenate results from both requests, if this is not enough - repeat operation from sentence above again and again until you get all data you need. This is the way how OEC Trader works.

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Ruslan Kartokhin
Software Developer

Posted: May 18, 2012 @ 09:12 AM             Msg. 5 of 5

I am having a problem similar to what PArnoldson experienced. I tried the method that RuslanK suggested for the NQM2, and I am only able to get 5770 one-minute bars, starting from the present and extending backwards without any skipped bars. I request the bars in sets of 1000 and usually get back somewhere between 500 and 1000 bars per request, for a total of 7 requests. This is almost exactly 4 days, so it seems like some kind of arbitrary limit that is set for the server. I would like something on the order of several months of one-minute bar data on the NQ futures, which would be extremely useful for back-testing my trading algorithm. Is there any way for me to get this data?

Thanks.

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Nathan verner & Fred isabelle