Posted: Nov 06, 2013 @ 11:30 AM             Msg. 1 of 4

We have been collecting the Forex data here and accumulating data to put out to our customers. I have been trying to download history through the API to supply some history. However, when I compare the data I receive from history, it is not matching the data we are collecting exactly. When we collect data we are using the LastPrice and LastVol as the tick price and tick volume. We are also assuming a 1700 Eastern to 1659 Eastern session. When I download history, I am using the following call:

RequestBars(_symbol, _startTime, _endTime, OEC.Data.SubscriptionType.Bar, 1440, false);

I have also tried without specifying the "IgnoreSessionBoundaries" argument.

Any insights as to why the data doesn't match? I have tried all three sites ( api, sim, and live ) and have been told that I should only use the live, but even that doesn't match exactly.

Thanks in advance for your help.

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David Jarmuth

Posted: Nov 06, 2013 @ 11:44 AM             Msg. 2 of 4

If you are referring to LastPrice and LastVol of quote subscription, your collection will miss some data: quote subscription is throttled. Our bars are built from tick subscriptions.

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Victor Vins
Lead Software Developer

Posted: Nov 06, 2013 @ 11:54 AM             Msg. 3 of 4

When we subscribe to data, we are using the "Subscribe" method. Should we be using the "SubscribeTicks" instead?

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David Jarmuth

Posted: Nov 06, 2013 @ 12:42 PM             Msg. 4 of 4

Correct

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Victor Vins
Lead Software Developer