I understand that i can have granularity with OHLC where i can define a bar with OHLC using AggregationSpan on HisDataCommand. However OHLC are not available for TODAY. How can i have granularity when requesting TODAY's ticks since the trading day started ?
2. Similar question: Let's say during trading hours i don't want to receive all ticks for MSFT for example. How can i subscribe so that I receive 1 tick every 10 minutes for MSFT
Thank you
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These questions are better addressed to opentick.com forums.
1. Opentick provides only tick-resolution real-time data. If you need aggregated format, you have to write aggregation code yourself.
2. If you want to skip some MSFT trade events, do it in your application. Opentick provides "TodaysOHL" service - your application can poll every 10 minutes for it... But check if it suits your need...
-Mike
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:
Hi
I understand that i can have granularity with OHLC where i can define a bar with OHLC using AggregationSpan on HisDataCommand. However OHLC are not available for TODAY. How can i have granularity when requesting TODAY's ticks since the trading day started ?
2. Similar question: Let's say during trading hours i don't want to receive all ticks for MSFT for example. How can i subscribe so that I receive 1 tick every 10 minutes for MSFT
Thank you
These questions are better addressed to opentick.com forums.
1. Opentick provides only tick-resolution real-time data. If you need aggregated format, you have to write aggregation code yourself.
2. If you want to skip some MSFT trade events, do it in your application. Opentick provides "TodaysOHL" service - your application can poll every 10 minutes for it... But check if it suits your need...
-Mike