Cannot fetch last trendbar

PanagiotisChar
12 Jul 2023, 10:06

Hi there,

ProtoOAGetTrendbarsReq returns only historical data. Use ProtoOASubscribeLiveTrendbarReq to get the current live trendbar.

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antonioritucci336
12 Jul 2023, 10:38

RE:

PanagiotisChar said:

Hi there,

ProtoOAGetTrendbarsReq returns only historical data. Use ProtoOASubscribeLiveTrendbarReq to get the current live trendbar.

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Sorry for continue asking, but for example, when is 10.02AM on timeframe 30 minutes, I thought 9.30AM-10.00AM was an historic bar and 10.00AM-10.02AM is the live bar. Isn't it correct? 

PanagiotisChar
12 Jul 2023, 11:02

Hi there,

Indeed. Does this happen on all symbols? How can we reproduce it? Symbol? Broker?

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antonioritucci336
12 Jul 2023, 11:10

RE:

PanagiotisChar said:

Hi there,

Indeed. Does this happen on all symbols? How can we reproduce it? Symbol? Broker?

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It happens on all symbols, using cTrader Pepperstone. If necessary I'll extract a snippet from the code. Basically to reproduce I do the ProtoOAGetTrendbarsReq with toTimestamp = int(calendar.timegm(datetime.datetime.utcnow().utctimetuple())) * 1000

Thanks

PanagiotisChar
13 Jul 2023, 08:48 ( Updated at: 21 Dec 2023, 09:23 )

Hi there,

I just tried this with the Open API .Net Sample and a Pepperstone account and looks correct to me

It seems like a bug in the Python code instead of the API itself. I hope this helps you debug this issue

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antonioritucci336
13 Jul 2023, 11:57 ( Updated at: 21 Dec 2023, 09:23 )

Debugging

Everything seems right in python code:

    def trendbarsResponseCallback(self, result):

        # print("\nTrendbars received")

        trendbars = Protobuf.extract(result)

        print(f"Trendabars received: {trendbars}")

        barsData = list(map(self.transformTrendbar, trendbars.trendbar))

        #barsData = list(map(self.transformTrendbar, result))

        barsData = {"bars": barsData}

        return json.dumps(barsData)

    def sendProtoOAGetTrendbarsReq(self,

                                currentAccountId: int,

                                symbolId: int,

                                timeframe: str,

                                since_ms: int,

                                until_ms: int):

        request = ProtoOAGetTrendbarsReq()

        request.symbolId = symbolId

        request.ctidTraderAccountId = currentAccountId

        request.period = self.timeframe_to_proto_period(timeframe)

        request.fromTimestamp = since_ms

        request.toTimestamp = until_ms

        request.count = 3

        print(f"Requesting trendbars symbolId: {request.symbolId}")

        print(f"Requesting trendbars period: {request.period}")

        print(f"Requesting trendbars fromTimestamp: {request.fromTimestamp}")

        print(f"Requesting trendbars toTimestamp: {request.toTimestamp}")

        print(f"Requesting trendbars count: {request.count}")

        deferred = self.client.send(request)

        deferred.addCallbacks(self.trendbarsResponseCallback, onError)

        return deferred

this is are logs showed 

sending with toTimestamp 1689237969000 that is actually 10:46am

the last bar received is at 28153920 minutes that is 1689235200 that is 10.00am

antonioritucci336
13 Jul 2023, 12:13

Found out my fault

Now I found out! Everything is fine, just the timestamp is the starting and not the ending timestamp of the bar so i received the 10.00am bar that is actually the last from 10.00am to 10.30am! I apologize, it is mentioned in the documentation here 

Thank you for your kind support!

Antonio