Hi,
when applying Filter.ALL_FLATS in IHistory.getbars(...) I'm assuming that by definition there should always be bars in the return list.
The only case I can think of where no bars would be returned is if bars before the start date of the historical datafeed would get retrieved.
However we are experiencing the error message
"Number of bars to load = 0 or time is not correct time for the period specified"
when working with Filter.ALL_FLATS.
Example:
history.getBars(EUR/USD, TEN_SECS, BID, ALL_FLATS, 92, Wed 2010.01.06 00:00:00.000, 0)
There's also a question that arises when looking closer into filtering flats. If e.g. during the night on a lower timeframe (TEN_SECS, etc.) there are no trade ticks, but on the HOURLY there are, would getBars consider the TEN_SECS as being a flat that will get filtered?
I.e. with Filter.ALL_FLATS do you really filter all flats depending on the timeframe, or do you filter "MARKET_CLOSED"-flats?
Looking forward to you response!
Best, RR.