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