Trendbars parameters fromTimestamp and toTimestamp

Created at 11 Jan 2021, 02:56
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
VI

viniciusfre

Follow

Joined 28.12.2018

Trendbars parameters fromTimestamp and toTimestamp
11 Jan 2021, 02:56

Hello,

I am trying to test PROTO_OA_GET_TRENDBARS_REQ but I did not figure out the correct format parameters for fromTimestamp and toTimestamp. 

The documentation says milliseconds, but in stream I am receiving milliseconds converted to minutes so I was trying that format.

Example trendbar for SubscribeLiveTrendbar: 

volume: 14
low: 1.22176
open: 1.22216
close: 1.22176
high: 1.22236
timestamp: 26838625 <--- (milliseconds to minutes)

My C++ code to get 20 M5 trendbars candles starting at current time:

minutes now = duration_cast<minutes>(system_clock::now().time_since_epoch());
timestamp = now.count();
cout << "timestamp = " << timestamp << endl;
GetTrendBars(timestamp - 20, timestamp, M5, symbolID);

But I am not getting anything except a empty PROTO_OA_GET_TRENDBARS_RES.

Could someone give me examples of correct format parameters? Thanks.

@viniciusfre
Replies

PanagiotisCharalampous
11 Jan 2021, 09:41

Hi viniciusfre,

As per the documentation, the format is milliseconds. You can check our .Net Sample.

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

viniciusfre
11 Jan 2021, 13:31

RE:

PanagiotisCharalampous said:

Hi viniciusfre,

As per the documentation, the format is milliseconds. You can check our .Net Sample.

Best Regards,

Panagiotis 

Join us on Telegram

Hi,

I finally figured out the format. it is Unix timestamp in millseconds. Example: from = 1610330400000 to = 1610331300000

I think if the documentation make clear about Unix timestamp in milliseconds, it will help to understand better.

Thanks.

@viniciusfre

viniciusfre
12 Jan 2021, 10:46 ( Updated at: 12 Jan 2021, 10:48 )

RE: RE:

viniciusfre said:

PanagiotisCharalampous said:

Hi viniciusfre,

As per the documentation, the format is milliseconds. You can check our .Net Sample.

Best Regards,

Panagiotis 

Join us on Telegram

Hi,

I finally figured out the format. it is Unix timestamp in millseconds. Example: from = 1610330400000 to = 1610331300000

I think if the documentation make clear about Unix timestamp in milliseconds, it will help to understand better.

Thanks.

Now I have another issue. I am trying to request 20 or 150 trendbars in M5 period but I only receives sometimes 6, 5 or even 2. For example, for 20 trendbars:

from = 1610434500000; to = 1610440500000
TrendBarRes size = 6 <----

close1: 1.21969
close2: 1.21634
close3: 1.21746
close4: 1.21672
close5: 1.22012
close6: 1.21624

That is 'Tue Jan 12 2021 06:55:00' to 'Tue Jan 12 2021 08:35:00', i.e. 100 minutes / 5 = 20 candles/trendbars. Is there something wrong in the request?

 

@viniciusfre

PanagiotisCharalampous
12 Jan 2021, 16:50

Hi viniciusfre,

I tried this using the sample project and I get 21 bars.

Make sure there are no issues in your code

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

viniciusfre
13 Jan 2021, 22:30 ( Updated at: 21 Dec 2023, 09:22 )

RE:

PanagiotisCharalampous said:

Hi viniciusfre,

I tried this using the sample project and I get 21 bars.

Make sure there are no issues in your code

Best Regards,

Panagiotis 

Join us on Telegram

Looks like I have an issue in my read function. Could please tell me the first 5 or 6 close prices? I dont have PCs with VS to test.

@viniciusfre

PanagiotisCharalampous
14 Jan 2021, 08:41

Hi viniciusfre,

Here you go

Trendbars{Open: 2
High: 46
Low: 121568
Close: 41
Timestamp: 26840575
Open: 42
High: 43
Low: 121564
Close: 5
Timestamp: 26840580
Open: 16
High: 28
Low: 121554
Close: 20
Timestamp: 26840585
Open: 2
High: 39
Low: 121572
Close: 9
Timestamp: 26840590
Open: 0
High: 50
Low: 121580
Close: 45
Timestamp: 26840595
Open: 0
High: 43
Low: 121624
Close: 39
Timestamp: 26840600
Open: 2
High: 30
Low: 121662
Close: 23
Timestamp: 26840605
Open: 12
High: 79
Low: 121674
Close: 13
Timestamp: 26840610
Open: 44
High: 48
Low: 121644
Close: 1
Timestamp: 26840615
Open: 5
High: 32
Low: 121641
Close: 15
Timestamp: 26840620
Open: 43
High: 44
Low: 121614
Close: 6
Timestamp: 26840625
Open: 40
High: 46
Low: 121581
Close: 18
Timestamp: 26840630
Open: 0
High: 59
Low: 121599
Close: 36
Timestamp: 26840635
Open: 76
High: 96
Low: 121559
Close: 80
Timestamp: 26840640
Open: 79
High: 80
Low: 121561
Close: 29
Timestamp: 26840645
Open: 64
High: 64
Low: 121524
Close: 24
Timestamp: 26840650
Open: 42
High: 60
Low: 121506
Close: 3
Timestamp: 26840655
Open: 0
High: 52
Low: 121506
Close: 46
Timestamp: 26840660
Open: 0
High: 61
Low: 121549
Close: 37
Timestamp: 26840665
Open: 13
High: 33
Low: 121575
Close: 30
Timestamp: 26840670
Open: 2
High: 69
Low: 121602
Close: 32
Timestamp: 26840675
}}

Best Regards,

Panagiotis 

Join us on Telegram

@PanagiotisCharalampous

viniciusfre
19 Jan 2021, 14:48

RE:

PanagiotisCharalampous said:

Hi viniciusfre,

Here you go

Trendbars{Open: 2
High: 46
Low: 121568
Close: 41
Timestamp: 26840575
Open: 42
High: 43
Low: 121564
Close: 5
Timestamp: 26840580
Open: 16
High: 28
Low: 121554
Close: 20
Timestamp: 26840585
Open: 2
High: 39
Low: 121572
Close: 9
Timestamp: 26840590
Open: 0
High: 50
Low: 121580
Close: 45
Timestamp: 26840595
Open: 0
High: 43
Low: 121624
Close: 39
Timestamp: 26840600
Open: 2
High: 30
Low: 121662
Close: 23
Timestamp: 26840605
Open: 12
High: 79
Low: 121674
Close: 13
Timestamp: 26840610
Open: 44
High: 48
Low: 121644
Close: 1
Timestamp: 26840615
Open: 5
High: 32
Low: 121641
Close: 15
Timestamp: 26840620
Open: 43
High: 44
Low: 121614
Close: 6
Timestamp: 26840625
Open: 40
High: 46
Low: 121581
Close: 18
Timestamp: 26840630
Open: 0
High: 59
Low: 121599
Close: 36
Timestamp: 26840635
Open: 76
High: 96
Low: 121559
Close: 80
Timestamp: 26840640
Open: 79
High: 80
Low: 121561
Close: 29
Timestamp: 26840645
Open: 64
High: 64
Low: 121524
Close: 24
Timestamp: 26840650
Open: 42
High: 60
Low: 121506
Close: 3
Timestamp: 26840655
Open: 0
High: 52
Low: 121506
Close: 46
Timestamp: 26840660
Open: 0
High: 61
Low: 121549
Close: 37
Timestamp: 26840665
Open: 13
High: 33
Low: 121575
Close: 30
Timestamp: 26840670
Open: 2
High: 69
Low: 121602
Close: 32
Timestamp: 26840675
}}

Best Regards,

Panagiotis 

Join us on Telegram

Hi Panagiotis,

I finally figured out the issue. In my read function I was using ParseFromString and it was getting corrupted payload. The correct function is ParseFromArray, after that worked fine.

Thanks for your help and support.

@viniciusfre
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.