• Ask a question
  • Spaces
    • TT® Platform
    • Autospreader®
    • Autotrader™
    • Charting & Analytics
    • Options
    • ADL®
      • ADL Samples
    • RTD
    • APIs
      • TT .NET SDK
      • TT API & XT API
      • TT REST API
    • Cryptocurrencies
    • Topics
    • Questions
    • Articles
    • Ideas
    • Badges
  • Sign in
  • Home /
  • APIs /
  • TT API & XT API /
avatar image
0
Question by vadimgolovanov · Oct 09, 2017 at 08:19 PM · TTAPIX_TRADER API

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

Comment
Add comment
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

10 Replies

· Add your reply
  • Sort: 
avatar image
0

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

Comment
Add comment Show 3 · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image dyin · Mar 18, 2019 at 03:42 PM 0
Share

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!

avatar image Zack ♦ dyin · Mar 18, 2019 at 04:19 PM 0
Share

Unfortunately that is still not supported and there is no way to reconstruct it.

avatar image dyin Zack ♦ · Mar 18, 2019 at 04:26 PM 0
Share

Ok thanks for the prompt reply :)

avatar image
0

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

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

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,

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

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.

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

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?

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

Answer by trishmessina · Oct 02, 2019 at 02:17 PM

@jwaldron We still do not support the historical data via the SDK.

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

Answer by jwaldron · Oct 02, 2019 at 02:36 PM

so what are the docs referring to? Where is the access point?

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

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.

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

Answer by simonegiuliani · Nov 05, 2019 at 05:35 PM

Having historical would be soooo cool :-) +1

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users
avatar image
0

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

Comment
Add comment · Share
10 |1800 characters needed characters left characters exceeded
▼
  • Viewable by all users
  • Viewable by moderators
  • Viewable by moderators and the original poster
  • Advanced visibility
Viewable by all users

Your answer

Hint: You can notify a user about this post by typing @username

Up to 2 attachments (including images) can be used with a maximum of 524.3 kB each and 1.0 MB total.

Community

Ask questions and share ideas about the TT® and X_TRADER® platforms.

First time here? See our Getting Started Guide and FAQs.

Follow

Follow this Question

Answers Answers and Comments

24 People are following this question.

avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image avatar image

Related Questions

Is there a way to pull account PnL/balances with the TT API or XT API 2 Answers

how do i connect with xtrader api to the ttsim? 1 Answer

cancel bid/offer 1 Answer

Getting Audit Trail Alerts to C# App through TTAPI 1 Answer

RFQ via API 2 Answers

Trading Technologies Home - Legal - Privacy - Contact

© 2017 Trading Technologies International, Inc. All rights reserved.

Powered by AnswerHub

  • Anonymous
  • Sign in
  • Create
  • Ask a question
  • Create an article
  • Post an idea
  • Spaces
  • TT® Platform
  • Autospreader®
  • Autotrader™
  • Charting & Analytics
  • Options
  • ADL®
    • ADL Samples
  • RTD
  • APIs
    • TT .NET SDK
    • TT API & XT API
    • TT REST API
  • Cryptocurrencies
  • Explore
  • Topics
  • Questions
  • Articles
  • Ideas
  • Badges