TRTH intraday summary extraction-

Hi

Could you please indicate which condition to use to define the summary interval when using

TickHistoryIntradaySummariesExtractionRequest

I can't find it in the .NET example applications.

thanks and regards

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    SummmaryInterval is defined in the TickHistoryIntradaySummariesCondition class. The possible values are:

        public enum TickHistorySummaryInterval
    {
    OneSecond = 0,
    FiveSeconds = 1,
    OneMinute = 2,
    FiveMinutes = 3,
    TenMinutes = 4,
    FifteenMinutes = 5,
    OneHour = 6,
    }

    The example is available in the C# Example Application at the download section. Please refer to the On Demand Extractions -> Create: TickHistoryIntradaySummaries example.

    image

    From my test, if it is not defined, it will return Intraday 1 Sec interval data.

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