Hi.
I changed the sample code "Usage Example Time series API" in the following manner:
public class TimeSeriesRequestExample
{
private readonly ITimeSeriesDataService timeSeries;
private ITimeSeriesDataRequest request;
public TimeSeriesRequestExample(ITimeSeriesDataService timeSeries)
{
this.timeSeries = timeSeries;
}
public void Launch()
{
Console.WriteLine("[2] Time series request example");
Console.WriteLine("");
request = timeSeries.SetupDataRequest("TFXDAX")
.WithView("TRDPRC_1")
.WithAllFields()
.WithTimeZone(TimezoneType.Instrument)
.WithInterval(CommonInterval.Trades)
.From(new DateTime(2018, 6, 6, 15, 0, 0))
.To(new DateTime(2018, 6, 7, 5, 0, 0))
.OnDataReceived(DataReceivedCallback)
.CreateAndSend();
}
private void DataReceivedCallback(DataChunk chunk)
{
foreach (ITradeData bar in chunk.Records.ToTradeRecords())
{
int priceTick = -1;
if (bar.PriceTick != null) priceTick = (int)bar.PriceTick.Value;
Console.WriteLine(
"{0} {1} {2} {3} {4} {5} {6} {7} {8} {9}",
bar.Timestamp.Value.ToString("yyyy/MM/dd HH:mm"),
bar.Last.Value.ToString("##.0"),
bar.TradePrice.Value.ToString("##.0"),
bar.TradeVolume.Value.ToString("N0"),
bar.BestBid.Value.ToString("##.0"),
bar.BidSize.Value.ToString("N0"),
bar.BestAsk.Value.ToString("##.0"),
bar.AskSize.Value.ToString("N0"),
priceTick,
bar.Vwap.Value.ToString("##.0")
);
}
if (!chunk.IsLast) return;
request = null;
Program.StopMessagePump();
}
}
But, it seems that PriceTick of ITradeData always returns null value.
Is there any configuration that I am missing?
What I am trying to do is what we can get using the RHistory() function in Excel.
Specifying in the second parameter of this function "TRDPRC_1.Timestamp;TRDPRC_1.Value;TRDPRC_1.Trdprc_1;TRDPRC_1.Count;TRDPRC_1.Bid;TRDPRC_1.Bidsize;TRDPRC_1.Ask;TRDPRC_1.Asksize;TRDPRC_1.Prctck_1;TRDPRC_1.Vwap"
I have confirmed that all values, except of TRDPRC_1.Prctck_1, are equal to that I get using the C# code above. And TRDPRC_1.Prctck_1 return values 1 or 2 (and not blank or null).
So, the question is "what is the equivalent of TRDPRC_1.Prctck_1 in the time series API?"
Regards
