I am currently testing the .Net SDK and I created a TickHistoryTimeAndSalesExtraction. I did this as an On-Demand extraction and as a GUI-Extraction. I used the same setup for both and when I look at the first lines, I get the same data from both extractions.
There is only one difference in the result. I get more than 400k result/ticks from the GUI-Extraction and just about 100k from the On-Demand extraction. Is there a limit to the On-Demand extraction?
I am currently using a test account, is there a limit to test accounts?
@sabic, the size of a result set is not limited for a test account. The truncated result set is probably due to the way the data was retrieved using the API. Some programming methods and libraries might truncate result data sets when downloading, without generating an error. This issue, and solutions, are described in this advisory.
Those solutions were also applied to the code samples available in the downloads tab, see .Net tutorial 5 and its associated code, which implements an OnDemand extraction with data retrieval; it is for Intraday summaries (bars), but it is easy to adapt it for a Time and Sales extraction.
If you post the data request you used, as well as the code you used to retrieve the data, we can check it and suggest improvements.