getting some historical data through TT APIs?
Hello,
Is there any way to get historical data and then merge it with live tick data through TT APIs?
All I need is few days (up to a month) of historical data for any instrument through TT APIs.
I know there is a way to get some historical data through RTD functionality, but would like to get it pro grammatically through C#.
Thanks,
Vadim
Hello Vadim,
Unfortunately, historical data is not available in the TT API or XT API.
Thanks,
Zack
Hi Zack,
I see that this is from a while ago and was wondering if there was now support to get a pricesub's TotalTradedQuantity from a previous day (or some way to reconstruct it).
Thanks!
Unfortunately that is still not supported and there is no way to reconstruct it.
Vadim,
Although this is not available today, it is something that we are planning to offer in a subsequent release. No ETA yet but I'll respond here when we have concrete plans.
Regards,
Andrew
Hi Andrew,
What about renko and range charts ? could be a nice implementation....
best regards,
Again, this is historical data, which we do not support today, but are planning to offer in a subsequent release.
Has anything changed on this front? I see in the docs you reference Historical Data under your Market Data tab where there is the following...
"Access reliable tick data for all major futures and fixed income markets." and "Avoid the hassle of market data subscriptions with TT as the vendor of record."
I'm assuming "Access" means available... I did not see any reference to documentation on how to access this data.. can you point me in the right direction? and can this be accessed via the API?
so what are the docs referring to? Where is the access point?
@jwaldron Access in that sentence is used as a verb meaning obtain or retrieve. A SDK user can get real time streaming price data via the PriceSubscription and the TimeAndSalesSubscription object. Historical data is not yet supported but on the list of features to be released in a future version.
Having historical would be soooo cool :-) +1
