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February 09, 2012, 11:38:51 PM
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QT Streaming API
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GetHistory
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Topic: GetHistory (Read 486 times)
cruz
Just Visiting
Posts: 1
GetHistory
«
on:
February 19, 2008, 07:02:55 AM »
Is this doable?
Start Timer with Tick set 1 minute frequency
{
For loop of each stock in stock list
{
Request type = OHLC
Symbol = stock symbol (passing one symbol at a time)
Start Date Period and End Date Period = 1 min time interval
Get History OHLC
Move the OHLC record into a static custom object List<Stock> for further processing when for loop completes
}
}
What I get for a stock list of 5 symbols is an OHLC HO and HE record for the first stock and an HE record only for the last 4 stocks.
If not, should I be streaming L1 quotes and calculating my own OHLC records?
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