DataLoader in Future [SOLVED]

Alexxx · Postby **Alexxx** » 27 Oct 2014

For more fast calc Bar-to-bar in "Change resolution" trade/bid/ask tick DataLoader I want to try loading some bars from future (its playback mode, ticks of future I have db). I collect this result to collection and will work with this collection. As I understand it give less queries to db.

I want to try it do with this code:

Code: Select all


InstrumentDataRequest Request = Bars.Request;

            Request.Resolution = new Resolution { Size = 1, Type = EResolution.Tick };

            Request.FilterOutOfRangeData = false;

            

            Request.Range = DataRequest.CreateFromTo(Bars.Time[0].AddHours(2), Bars.Time[1]);



            Request.Range.ToAlwaysIsNow = false;



            IDataLoaderResult iResTrade, iResAsk, iResBid;

            Request.QuoteField = RequestQuoteField.Trade;

            manualEventTrade[0] = new ManualResetEvent(false);

            iResTrade = DataLoader.BeginLoadData(Request, OnData, manualEventTrade[0]);

            

            Request.QuoteField = RequestQuoteField.Ask;

            manualEventsAsk[0] = new ManualResetEvent(false);

            iResAsk = DataLoader.BeginLoadData(Request, OnData, manualEventsAsk[0]);

            

            Request.QuoteField = RequestQuoteField.Bid;

            manualEventsBid[0] = new ManualResetEvent(false);

            iResBid = DataLoader.BeginLoadData(Request, OnData, manualEventsBid[0]);

But in result I have ticks as range from Bars.Time[1] to Bars.Time[0]. Its don't download ticks from future

This restriction MС or I do something wrong?

Henry MultiСharts · Postby **Henry MultiСharts** » 28 Oct 2014

Hello Alexxx,

There are no such restrictions. If the request is correct then the data will be returned.
"Ticks of future" should be requested from the calculation time, not from the current time.

Code: Select all

Request.Resolution = new Resolution { Size = 1, Type = EResolution.Tick };

Request.Range = DataRequest.CreateFromTo(Bars.Time[0].AddHours(2), Bars.Time[1]);

This request is incorrect. From should be less than To.

Alexxx · Postby **Alexxx** » 28 Oct 2014

Hello Alexxx,

There are no such restrictions. If the request is correct then the data will be returned.
"Ticks of future" should be requested from the calculation time, not from the current time.
Code: Select all
Request.Resolution = new Resolution { Size = 1, Type = EResolution.Tick }; Request.Range = DataRequest.CreateFromTo(Bars.Time[0].AddHours(2), Bars.Time[1]);
This request is incorrect. From should be less than To.

Thanks! It`s my mistake, sorry.

DataLoader in Future [SOLVED]

DataLoader in Future

Re: DataLoader in Future [SOLVED]

Re: DataLoader in Future