utcTimestampInMinutes in ProtoOATrendbar and tick data format

Created at 02 Jul 2019, 20:47
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canbitwell

Joined 19.09.2017

utcTimestampInMinutes in ProtoOATrendbar and tick data format
02 Jul 2019, 20:47


Hello,

I have been trying to get the historical market data with ProtoOA 2.0

For the trendbars(ProtoOATrendbar) there is a utcTimestampInMinutes for the bar.

In what kind of format does this number representing timestamp?

How do I convert this to epoch? Is this number relative to something other than 1970-01-01?

If I understand it right the request message has standard epoch in millionseconds. But I am not sure about this one in the response.

 

Also to confirm, does the the integer price from ProtoOATrendbar has 2 more digits than the number of digits in symbol info?

 

For the TickData,

I see in the first tick from the server response the timestamp is millisecond epoch. But are the rest all using relative price to the first one? and not sorted based on time. Asking this just to be sure.

The price tick seems in the same format as the Trendbar price though.


@canbitwell
Replies

PanagiotisCharalampous
03 Jul 2019, 09:30

Hi canbitwell,

Thanks for posting in our forum. utcTimestampInMinutes represents minutes passed from 1970-01-01.

Regarding the prices, they are represented in cents therefore you need to divide by 100.

For the TickData, your assumptions are correct.

Best Regards,

Panagiotis


@PanagiotisCharalampous

canbitwell
04 Jul 2019, 21:41

Thank you very much for the info. Turns out I had integer overflow when dealing with minute epoch.


@canbitwell