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
Answer by Zack · Oct 10, 2017 at 05:09 PM
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.
Answer by AndrewR · Mar 18, 2019 at 05:45 PM
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
Answer by carlosbahiabr · Mar 18, 2019 at 06:43 PM
Hi Andrew,
What about renko and range charts ? could be a nice implementation....
best regards,
Answer by AndrewR · Mar 19, 2019 at 12:24 PM
Again, this is historical data, which we do not support today, but are planning to offer in a subsequent release.
Answer by jwaldron · Oct 02, 2019 at 12:50 PM
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?
Answer by trishmessina · Oct 02, 2019 at 02:17 PM
@jwaldron We still do not support the historical data via the SDK.
Answer by jwaldron · Oct 02, 2019 at 02:36 PM
so what are the docs referring to? Where is the access point?
Answer by trishmessina · Oct 02, 2019 at 04:51 PM
@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.
Answer by richardparry · Oct 22, 2020 at 03:15 PM
Hello,
Is there any update on where on your roadmap access to historical price data is? We're looking at expanding our use of your dotnet SDK, and this feature would be incredibly useful.
Regards,
Richard
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