Posted: Jan 10, 2012 @ 11:01 AM             Msg. 1 of 3

Hello, my developer asked me to post a question. The issue we're having is to get Range Bar and Tick Data versus regular Time intervals.
Please, help us out to resolve the current problem.
Thank you very much.
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How can we subscribe no. of TickBar Data through method
Subscription s = oec.SubscribeBars(oec.Contracts[Contract], DateTime, barType, interval);

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Question is how can I identify for each OHLC the required no. of Ticks in the response.
Also How can I subscribe for Price range through this method.??


What is the role of DateTime in subscribing "TickBar" and "PrinceRangeBar" through this method..???

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After making request of DateTime= "DateTime-30Min" and barType="TickBar" and Interval='1" I m getting


Open=> 1275 High=> 1275 Low=> 1275 Close=> 1275 Volume=> 2 TimeStamp=> 06-Jan-12 12:29:20 PM CloseTimeStamp=> 06-Jan-12 12:29:20 PM
Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 18 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM
Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 1 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM
Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 4 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM
Open=> 1274.75 High=> 1274.75 Low=> 1274.75 Close=> 1274.75 Volume=> 1 TimeStamp=> 06-Jan-12 12:29:24 PM CloseTimeStamp=> 06-Jan-12 12:29:24 PM
.........................and counting

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Sergey Sprikut

Posted: Jan 10, 2012 @ 11:28 AM             Msg. 2 of 3

Parameter "DateTime StartDate" is intended to specify start date/time of the first historical bar that you would like to receive in the response. Interval specifies how many ticks should be included in every bars. You can find out number of ticks inside bars in field http://www.openecry.com/api/api/OEC.API.Bar.Ticks.html

For range bars, you need to use RangeBar of http://www.openecry.com/api/api/OEC.Data.SubscriptionType.html: Interval=1 will mean that bars should have price range equals one tick size (see http://www.openecry.com/api/api/OEC.API.Contract.TickSize.html)

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Victor Vins
Lead Software Developer

Posted: Jan 11, 2012 @ 10:09 AM             Msg. 3 of 3

Ruslan, I've sent e-mail with screen shot to api@openecry.com

Please, give us a hand for number of bar subscription for Tick Data

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Sergey Sprikut