1 Day history returns different number of days

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1 Day history returns different number of days

Postby frAnton » Sun Nov 22, 2015 7:41 pm

Hi there,

Querying 1 day historical data for all 40 instruments and getting different number of candles returned.
The majority of instruments have ~213 days returned, and do not include the very last candle. Only few instruments are getting all 300 days returned.

Would you please double-check the server side.

Thanks,
Anton.


EDIT:
Requesting 300 days of historical price returns next number of candles:
EUR/USD-213;EUR/JPY-213;USD/CNH-214;GBP/JPY-213;CHF/JPY-213;
GBP/CHF-213;EUR/AUD-213;EUR/CAD-213;AUD/CAD-214;AUD/JPY-213;
CAD/JPY-213;NZD/JPY-213;USD/JPY-213;GBP/CAD-213;GBP/NZD-213;
GBP/AUD-213;AUD/NZD-213;GBP/USD-213;USD/SEK-213;EUR/SEK-213;
EUR/NOK-213;USD/NOK-213;USD/MXN-214;AUD/CHF-213;USD/CHF-214;
EUR/NZD-213;USD/ZAR-213;EUR/CHF-213;USD/HKD-213;AUD/USD-213;
USD/CAD-213;ZAR/JPY-214;NZD/USD-214;USD/TRY-213;EUR/TRY-213;
NZD/CHF-213;EUR/GBP-213;CAD/CHF-213;NZD/CAD-213;TRY/JPY-213;

EDIT 2: I was able to find a work around this issue. It seems that the
behavior of "isincludeWeekends" flag has been changed on a server side when
the fillMarketDataSnapshotRequestTime(request, startTime, endTime, false);
call is made from the client.
Today if 'false" is passed in with this flag, then it seems that all weekend's candles are being excluded from the result dataset. This leads to the missing data and therefore to the less candles in the resultset.

Before it used to returned all candles.

I am not sure if this is a bug or this is an expected behavior.
Please advice.

Thanks,
Anton.
frAnton
 
Posts: 74
Joined: Tue Apr 05, 2011 11:41 pm
Location: California

Re: 1 Day history returns different number of days

Postby Julia CJ » Thu Nov 26, 2015 6:54 am

Hi Anton,

Everything works correctly.
Help contains the following information:

"isIncludeWeekends Defines whether weekend price data will be requested from the server. If the value is true, the market data will include weekend price data. Note: if it is not specified in a request that isIncludeWeekends==true, the response may contain less bars than it was originally specified in the request in maxBars."
Julia CJ
 

Re: 1 Day history returns different number of days

Postby frAnton » Thu Nov 26, 2015 5:32 pm

Hi Julia,

Thanks for the reply. I understand this. However I would expect the same number of candles for all instruments. As well as the very last candle to be returned with response dataset.

Thanks,
Anton.
frAnton
 
Posts: 74
Joined: Tue Apr 05, 2011 11:41 pm
Location: California

Re: 1 Day history returns different number of days

Postby frAnton » Mon Nov 30, 2015 9:29 am

Thank you for fixing the server side.
I can confirm that all 1 day/week/month candles are being returned properly, including the very last candle(the current one).

Thanks,
Anton.
frAnton
 
Posts: 74
Joined: Tue Apr 05, 2011 11:41 pm
Location: California


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