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subscribe data feed - why Ask and Bid separately
 Post subject: subscribe data feed - why Ask and Bid separately Post rating: 1   New post Posted: Wed 07 Jan, 2015, 17:03 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
Hello support,

why methods subscribe to data feed has Ask and Bid separately? Most of us need both values. If system send it separately is problem to join it together.

Tick includes Ask and Bid values in one object. To onBar are coming Ask and Bid bars together.

But data feeds (include history.getBar..) separate Ask and Bid. It often complicate data processing.

Thanks for improve.


 
 Post subject: Re: subscribe data feed - why Ask and Bid separately Post rating: 0   New post Posted: Fri 09 Jan, 2015, 17:30 
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User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Hello lifon!

Because it's flexible way that allows you to get only the data that you need, thus minimizing amount of downloaded data and improving performance of your algorithms. We currently don't have any plans to change that approach.


 
 Post subject: Re: subscribe data feed - why Ask and Bid separately Post rating: 0   New post Posted: Fri 06 Feb, 2015, 19:50 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
Hello support,

I prefer only one bar - Ask High and Bid Low. Time bars is easy to "sum".

Range bars are problem. I make my own range bars from ticks.

Have a nice day

lifon


 

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