Posted: Mar 10, 2014 @ 03:58 PM             Msg. 1 of 1

Today, it appears every symbol supported by OEC is returning a bar for a "Sunday session" in addition to the actual Monday session. I'm using the COM api and the Cpp sample. Examples:

RLM-MH4 3/9/14 1AM, 1201.1, 1201.8, 1199.2, 1199.7
RLM-MH4 3/10/14 1AM, 1199.7, 1202.7,1191.3,1196.9

ESH4 3/8/14 1AM 1875.5,1876,1873.75,1874.25
ESH4 3/9/14 1AM 1874.75, 1878.75,1865.75,1876.5

The above print out is directly from the CCppCOMSampleDlg::OnBarsReceived function, which uses bar->Timestamp for the time date. Note that ESH4 actually gives a Saturday session bar, which is pretty impossible.

I used these requests in the CCppCOMSampleDlg::OnBnClickedHistory() function:

OECAPI()->RequestHistory(valid contract,0,now.m_dt);
OECAPI()->RequestBars(valid contract,0,now.m_dt, OECAPICOM::SubscriptionType::SubscriptionType_Bar, 1440);

They both returned the same results (as above).

We currently expect no more that one bar per session when making a daily history request. Is there something we need to do differently?

Can you check and see why the server is giving bars for these non-existing sunday sessions?

Thanks,

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CHW