Calling ProtoOAGetTrendbars - Getting strange values for OHLC
Calling ProtoOAGetTrendbars - Getting strange values for OHLC
30 Oct 2023, 09:02
Hi,
Thanks again for the great forum and support.
I am having an issue when calling ProtoOAGetTrendbars. The response is fine, however the values returned for the trendbar object are messed up, seems like only the correct value is the low. I am connecting using websockets and using javascript.
Here is my request for NAS100 1 minute bars, 10 length and with a unix timestamp starting today and ending current time:
{
"payloadType": 2137,
"payload": {
"ctidTraderAccountId": XXXXX,
"period": 1,
"fromTimestamp": 1698624000000,
"toTimestamp": 1698656031419,
"count": 10,
"symbolId": 10014
}
}
Here is the response:
{
"ctidTraderAccountId": XXXXX,
"period": 1,
"timestamp": 1698655980000,
"trendbar": [
{
"volume": 132,
"low": 1427670000,
"deltaOpen": 120000,
"deltaClose": 20000,
"deltaHigh": 220000,
"utcTimestampInMinutes": 28310923
},
{
"volume": 138,
"low": 1427130000,
"deltaOpen": 590000,
"deltaClose": 90000,
"deltaHigh": 590000,
"utcTimestampInMinutes": 28310924
},
{
"volume": 120,
"low": 1427240000,
"deltaOpen": 20000,
"deltaClose": 200000,
"deltaHigh": 340000,
"utcTimestampInMinutes": 28310925
},
{
"volume": 148,
"low": 1426990000,
"deltaOpen": 470000,
"deltaClose": 30000,
"deltaHigh": 650000,
"utcTimestampInMinutes": 28310926
},
{
"volume": 134,
"low": 1426960000,
"deltaOpen": 110000,
"deltaClose": 150000,
"deltaHigh": 250000,
"utcTimestampInMinutes": 28310927
},
{
"volume": 106,
"low": 1427030000,
"deltaOpen": 130000,
"deltaClose": 90000,
"deltaHigh": 180000,
"utcTimestampInMinutes": 28310928
},
{
"volume": 112,
"low": 1427130000,
"deltaOpen": 0,
"deltaClose": 180000,
"deltaHigh": 310000,
"utcTimestampInMinutes": 28310929
},
{
"volume": 120,
"low": 1427080000,
"deltaOpen": 250000,
"deltaClose": 90000,
"deltaHigh": 250000,
"utcTimestampInMinutes": 28310930
},
{
"volume": 138,
"low": 1427220000,
"deltaOpen": 10000,
"deltaClose": 350000,
"deltaHigh": 420000,
"utcTimestampInMinutes": 28310931
},
{
"volume": 132,
"low": 1427530000,
"deltaOpen": 50000,
"deltaClose": 180000,
"deltaHigh": 230000,
"utcTimestampInMinutes": 28310932
}
],
"symbolId": 10014
}
Am I missing something?
Thank you all!
Replies
amarilissporto
01 Nov 2023, 16:21
( Updated at: 02 Nov 2023, 06:49 )
RE: Calling ProtoOAGetTrendbars - Getting strange values for OHLC
PanagiotisChar said:
Hi there,
The values are fine. They are expressed in delta i.e. the difference from the low price. So high = low + deltaHigh
Thank you. I posted the question too soon, after reading the docs I realised that. Thanks for the great support!
@amarilissporto
PanagiotisChar
31 Oct 2023, 07:34
Hi there,
The values are fine. They are expressed in delta i.e. the difference from the low price. So high = low + deltaHigh
@PanagiotisChar