mfgteam
-Interested User-
Posts: 19
Joined: Jul 4, 2013
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Posted: Jul 4, 2013 03:53 AM
Msg. 1 of 3
hello, sorry if this question is naive...
I am starting to study the API and I have a doubt regarding the "interval" query.
I would like to have "range bars", which are bars in which the difference between high and low is constant.
I have tried to make this request:
HIX,@ESU13,0.25,10,1,TST,,t
my intention was to have bars with a 1 tick interval (0.25 in my case) but I got this:
TST,2013-07-04 03:10:08,1613.50,1611.50,1612.00,1613.25,26203,2539, TST,2013-07-04 03:17:35,1613.75,1612.25,1613.25,1612.25,28416,2213, TST,2013-07-04 03:23:04,1613.75,1611.75,1612.25,1613.75,30861,2445, TST,2013-07-04 03:28:31,1614.75,1613.25,1613.75,1614.50,34174,3313, TST,2013-07-04 03:41:58,1615.00,1613.75,1614.50,1614.00,37325,3151, TST,2013-07-04 03:54:28,1614.75,1613.75,1614.00,1614.00,39682,2357, TST,2013-07-04 04:12:03,1614.50,1613.50,1614.00,1614.25,42289,2607, TST,2013-07-04 04:31:04,1614.50,1612.75,1614.25,1613.50,45089,2800, TST,2013-07-04 04:49:16,1614.25,1613.25,1613.50,1614.00,47958,2869, TST,2013-07-04 04:51:09,1614.00,1613.75,1613.75,1613.75,48162,204, TST,!ENDMSG!,
And clearly those bars have not a 0.25 tick interval fixed.
Sorry, I come from eSignal where I put "0.25R" as an interval and it worked.
Is there some corresponding string for a range bar or do I have to "build" them from tick by tick data?
Thanks
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