TRTH intraday summary extraction-

ludovic.mesnier1
LSEG
in TRTH
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
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Best 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.
From my test, if it is not defined, it will return Intraday 1 Sec interval data.
0
Answers
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FYI, the C example application is described in the TRTH Quick Start.
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