Help me,About ProtoOAGetTickDataRes ！
Help me,About ProtoOAGetTickDataRes ！
13 Jul 2019, 08:56
I have 2 questions：
first question:
when I received a ProtoOAGetTickDataRes message, I found some problems。
It contains a list of ProtoOATickData。 But only the first ProtoOATickData seems to be correct。
Like this：
ProtoOAGetTickDataRes.tickdata(0).timestamp() = 1420235941367
ProtoOAGetTickDataRes.tickdata(0).tick() = 120015
ProtoOAGetTickDataRes.tickdata(1).timestamp() = -505
ProtoOAGetTickDataRes.tickdata(1).tick() = 1
ProtoOAGetTickDataRes.tickdata(2).timestamp() = -2668
ProtoOAGetTickDataRes.tickdata(2).tick() = -2
ProtoOAGetTickDataRes.tickdata(3).timestamp() = -729
ProtoOAGetTickDataRes.tickdata(3).tick() = -1
ProtoOAGetTickDataRes.tickdata(4).timestamp() = -1277
ProtoOAGetTickDataRes.tickdata(4).tick() = 1
What values mean from the second data?
second question:
I wang to got tick data from Timestamp1 to Timestamp2. Is the data returned by the server sorted by time?
order by desc ? or by asc?
canbitwell
14 Jul 2019, 10:41
From what I can see so far about the tick data, say you have a tick at index X, you need to add X+1 to X, both the timestamp and price. (aka. X+1 is relative to X)
Say you already have tick(X=0) you can work about tick(X=1) relative to X, then work out(X=2) from tick(X=1) and so on.
I am not sure about the sorting. So I sort it myself.
@canbitwell