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Author Topic: GetHistory  (Read 486 times)
cruz
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Posts: 1


« 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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