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History AND live data?
Nebilar
 Post subject: History AND live data? Post rating: 0   New post Posted: Fri 11 Aug, 2017, 09:54 

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Joined: Mon 29 May, 2017, 17:19
Posts: 21
Location: Germany,
Hey,

I am wondering what the best approach is to get history and live data "all at once"?

My current understanding:
1. subscribe to an instrument,
2. record the ticks that come via onTick(),
3. use the oldest / first tick that came via onTick and use IHistorys readTicks, using the oldest known tick as a starting point to get all history to a predefined point x, and merge that data with the data already recorded by step 2.

Is there a method that already does this, or do I need to implement it myself?

Thanks!
 
API Support
 Post subject: Re: History AND live data? Post rating: 1   New post Posted: Mon 14 Aug, 2017, 13:51 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
API does not have any such functionality.

Demo and live ticks are different because they are created on different servers. Historical data on demo is based on live trading data by design. It is required in order to make testing closer to live environment. Therefore, combining realtime ticks with historical data is not meaningful.

This is also described in this post:
https://www.dukascopy.com/swiss/english ... 65&t=45855
 
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