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Author Topic: Requesting Historical Data  (Read 348 times)
btoovey
Just Visiting

Posts: 2
« on: January 07, 2010, 03:35:33 PM »
Hello,

I was under the impression that the first two bytes where the record length, but this does not appear to be the case with FIELD Descriptions    ID=DE (ASCII)

Please take a look at the following example where I request the historical data for DELL.  The length of the record type DE is set to '105', but this is obviously way longer than it is.

My perl script is below, and the output is in this file:
http://rapidshare.com/files/331889399/output.bin

Thanks,
Brian

#use strict;
#use warnings;

use IO::Socket::INET;

sub OpenSocket
{
my $port = 16240;
$socket = IO::Socket::INET->new('PeerAddr' => $ARGV[0],
'PeerPort' => $port,
'Proto' => 'tcp')
or die "Can't create socket ($!)\n";
}

sub Send
{
        my $data = $_[0];
#       my $terminator=pack("h2", "FF");
    my $terminator=chr(255);
        print $socket $data;
        print $socket $terminator;
}

OpenSocket();

require XML::Generator;

# See what commands are available
Send('<RECDESC><ReqType>SNAP</ReqType></RECDESC>');

# define what login is
$gen = XML::Generator->new(':pretty');
$login = $gen->LOGIN(
$gen->AppName("Ninja-#$%&er"),
$gen->AppVer("0.01"));

#send login
Send($login);

#get tick history data for dell

$xml = <<'EOF';
<GetHistory>
    <ReqType>TICK</ReqType>
    <Symbol>DELL</Symbol>
    <FROM>2009/12/29 09:30:00</FROM>
    <TO>2009/12/29 16:05:00</TO>
</GetHistory>
EOF

Send($xml);

Send("<PING>TEST</PING>");

while (defined($_ = $socket->getline)) {print;}

close $socket;
exit;



exit 0;
« Last Edit: January 07, 2010, 03:42:19 PM by btoovey » Logged
btoovey
Just Visiting

Posts: 2
« Reply #1 on: January 07, 2010, 09:38:30 PM »
Also problem number two...

I don't understand the timeframes when requesting historical data.  I am requesting tick data but these are the timeframes I get.  They are not even evenly spaced, but follow a pattern...  Why is that?Huh?

Time:07012010153155|Symbol:IBM|Last:129.38
Time:07012010153205|Symbol:IBM|Last:129.38
Time:07012010153220|Symbol:IBM|Last:129.38
Time:07012010153240|Symbol:IBM|Last:129.32
Time:07012010153255|Symbol:IBM|Last:129.32
Time:07012010153305|Symbol:IBM|Last:129.32
Time:07012010153320|Symbol:IBM|Last:129.51
Time:07012010153340|Symbol:IBM|Last:129.32
Time:07012010153355|Symbol:IBM|Last:129.43
Time:07012010153405|Symbol:IBM|Last:129.44
Time:07012010153420|Symbol:IBM|Last:129.48
Time:07012010153440|Symbol:IBM|Last:129.43
Time:07012010153455|Symbol:IBM|Last:129.45
Time:07012010153505|Symbol:IBM|Last:129.46
Time:07012010153520|Symbol:IBM|Last:129.48
Time:07012010153540|Symbol:IBM|Last:129.43
Time:07012010153555|Symbol:IBM|Last:129.44
Time:07012010153605|Symbol:IBM|Last:129.43
Time:07012010153620|Symbol:IBM|Last:129.45
Time:07012010153640|Symbol:IBM|Last:129.4
Time:07012010153655|Symbol:IBM|Last:129.41
Time:07012010153705|Symbol:IBM|Last:129.42
Time:07012010153720|Symbol:IBM|Last:129.45
Time:07012010153740|Symbol:IBM|Last:129.42
Time:07012010153755|Symbol:IBM|Last:129.45
Time:07012010153805|Symbol:IBM|Last:129.44
Time:07012010153820|Symbol:IBM|Last:129.46
Time:07012010153840|Symbol:IBM|Last:129.396
Time:07012010153855|Symbol:IBM|Last:129.4
Time:07012010153905|Symbol:IBM|Last:129.402
Time:07012010153920|Symbol:IBM|Last:129.42
Time:07012010153940|Symbol:IBM|Last:129.39
Time:07012010153955|Symbol:IBM|Last:129.393
Time:07012010154005|Symbol:IBM|Last:129.4
Time:07012010154020|Symbol:IBM|Last:129.47
Time:07012010154040|Symbol:IBM|Last:129.4
Time:07012010154055|Symbol:IBM|Last:129.47
Time:07012010154105|Symbol:IBM|Last:129.47
Time:07012010154120|Symbol:IBM|Last:129.49
Time:07012010154140|Symbol:IBM|Last:129.46
Time:07012010154155|Symbol:IBM|Last:129.47
Time:07012010154205|Symbol:IBM|Last:129.47
Time:07012010154220|Symbol:IBM|Last:129.49
Time:07012010154240|Symbol:IBM|Last:129.45
Time:07012010154255|Symbol:IBM|Last:129.485
Time:07012010154305|Symbol:IBM|Last:129.49
Time:07012010154320|Symbol:IBM|Last:129.49
Time:07012010154340|Symbol:IBM|Last:129.47
Time:07012010154355|Symbol:IBM|Last:129.48
Time:07012010154405|Symbol:IBM|Last:129.49
Time:07012010154420|Symbol:IBM|Last:129.5
Time:07012010154440|Symbol:IBM|Last:129.45
Time:07012010154455|Symbol:IBM|Last:129.5
Time:07012010154505|Symbol:IBM|Last:129.49
Time:07012010154520|Symbol:IBM|Last:129.59
Time:07012010154540|Symbol:IBM|Last:129.48
Time:07012010154555|Symbol:IBM|Last:129.55
Time:07012010154605|Symbol:IBM|Last:129.55
Time:07012010154620|Symbol:IBM|Last:129.55
Time:07012010154640|Symbol:IBM|Last:129.46
Time:07012010154655|Symbol:IBM|Last:129.47
Time:07012010154705|Symbol:IBM|Last:129.47
Time:07012010154720|Symbol:IBM|Last:129.48
Time:07012010154740|Symbol:IBM|Last:129.43
Time:07012010154755|Symbol:IBM|Last:129.45
Time:07012010154805|Symbol:IBM|Last:129.46
Time:07012010154820|Symbol:IBM|Last:129.47
Time:07012010154840|Symbol:IBM|Last:129.39
Time:07012010154855|Symbol:IBM|Last:129.42
Time:07012010154905|Symbol:IBM|Last:129.43
Time:07012010154920|Symbol:IBM|Last:129.43
Time:07012010154940|Symbol:IBM|Last:129.36
Time:07012010154955|Symbol:IBM|Last:129.378
Time:07012010155005|Symbol:IBM|Last:129.38
Time:07012010155020|Symbol:IBM|Last:129.48
Time:07012010155040|Symbol:IBM|Last:129.38
Time:07012010155055|Symbol:IBM|Last:129.48
Time:07012010155105|Symbol:IBM|Last:129.48
Time:07012010155120|Symbol:IBM|Last:129.54
Time:07012010155140|Symbol:IBM|Last:129.48
Time:07012010155155|Symbol:IBM|Last:129.54
Time:07012010155205|Symbol:IBM|Last:129.54
Time:07012010155220|Symbol:IBM|Last:129.54
Time:07012010155240|Symbol:IBM|Last:129.48
Time:07012010155255|Symbol:IBM|Last:129.496
Time:07012010155305|Symbol:IBM|Last:129.5
Time:07012010155320|Symbol:IBM|Last:129.53
Time:07012010155340|Symbol:IBM|Last:129.48
Time:07012010155355|Symbol:IBM|Last:129.5
Time:07012010155405|Symbol:IBM|Last:129.5
Time:07012010155420|Symbol:IBM|Last:129.5
Time:07012010155440|Symbol:IBM|Last:129.42
Time:07012010155455|Symbol:IBM|Last:129.46
Time:07012010155505|Symbol:IBM|Last:129.46
Time:07012010155520|Symbol:IBM|Last:129.52
Time:07012010155540|Symbol:IBM|Last:129.458
Time:07012010155555|Symbol:IBM|Last:129.48
Time:07012010155605|Symbol:IBM|Last:129.48
Time:07012010155620|Symbol:IBM|Last:129.52
Time:07012010155640|Symbol:IBM|Last:129.47
Time:07012010155655|Symbol:IBM|Last:129.49
Time:07012010155705|Symbol:IBM|Last:129.49
Time:07012010155720|Symbol:IBM|Last:129.51
Time:07012010155740|Symbol:IBM|Last:129.47
Time:07012010155755|Symbol:IBM|Last:129.51
Time:07012010155805|Symbol:IBM|Last:129.51
Time:07012010155820|Symbol:IBM|Last:129.53
Time:07012010155840|Symbol:IBM|Last:129.49
Time:07012010155855|Symbol:IBM|Last:129.53
Time:07012010155905|Symbol:IBM|Last:129.53
Time:07012010155920|Symbol:IBM|Last:129.57
Time:07012010155940|Symbol:IBM|Last:129.47
Time:07012010155955|Symbol:IBM|Last:129.53
Time:07012010160005|Symbol:IBM|Last:129.488
Time:07012010160020|Symbol:IBM|Last:129.55
Time:07012010160040|Symbol:IBM|Last:129.488
Time:07012010160055|Symbol:IBM|Last:129.55
Time:07012010160405|Symbol:IBM|Last:129.55
Time:07012010160420|Symbol:IBM|Last:129.55
Time:07012010160440|Symbol:IBM|Last:129.55
Time:07012010160455|Symbol:IBM|Last:129.55
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