I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work.

Here is my request and responses - I am specifying the begin date/time only:


HIT,@ES#,300,20180827 000000,,10,,,0,#HIT1,,s,1

#HIT1,2018-08-30 15:35:00,2901.75,2898.50,2901.25,2900.75,1134975,14970,0,
#HIT1,2018-08-30 15:40:00,2901.50,2899.00,2900.50,2900.00,1146389,11413,0,
#HIT1,2018-08-30 15:45:00,2902.00,2899.50,2899.75,2899.75,1160030,13637,0,
#HIT1,2018-08-30 15:50:00,2901.75,2899.00,2900.00,2901.25,1177734,17702,0,
#HIT1,2018-08-30 15:55:00,2903.00,2900.50,2901.25,2901.50,1249617,71528,0,
#HIT1,2018-08-30 16:00:00,2903.50,2901.50,2901.50,2902.25,1276968,27351,0,
#HIT1,2018-08-30 16:05:00,2902.50,2902.00,2902.25,2902.25,1280075,3107,0,
#HIT1,2018-08-30 16:10:00,2902.50,2901.50,2902.25,2902.00,1290824,10717,0,
#HIT1,2018-08-30 16:30:00,2902.00,2899.25,2901.75,2899.75,1293344,2517,0,
#HIT1,2018-08-30 16:35:00,2900.50,2899.75,2899.75,2900.00,1293796,452,0,


I am specifying only a begin time and bar count. What I expect in return is:


#HIT1,2018-08-27 00:45:00,2883.50,2883.25,2883.50,2883.50,37031,51,0,
#HIT1,2018-08-27 00:40:00,2883.75,2883.25,2883.50,2883.25,36980,264,0,
#HIT1,2018-08-27 00:35:00,2883.75,2883.50,2883.75,2883.75,36716,42,0,
#HIT1,2018-08-27 00:30:00,2883.75,2883.25,2883.50,2883.75,36674,278,0,
#HIT1,2018-08-27 00:25:00,2883.75,2883.25,2883.50,2883.50,36396,111,0,
#HIT1,2018-08-27 00:20:00,2883.50,2883.00,2883.25,2883.25,36285,93,0,
#HIT1,2018-08-27 00:15:00,2883.25,2883.00,2883.00,2883.00,36192,59,0,
#HIT1,2018-08-27 00:10:00,2883.50,2883.00,2883.50,2883.25,36133,244,0,
#HIT1,2018-08-27 00:05:00,2883.75,2883.25,2883.50,2883.25,35889,291,0,
#HIT1,2018-08-27 00:00:00,2884.00,2883.50,2883.75,2883.75,35598,312,0,


I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time.

My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00)

What am I doing wrong?

Thanks,
-Jake
Edited by bigjake on Aug 30, 2018 at 03:45 PM

I don't believe there is another way to do this.

When you don't specify an end date/time, the servers use the time of the request. The servers also always work backwards in time to service the request. As a result, the servers simply find the first X datapoints that meet the criteria of the request and then stop processing data.

You will have to calculate the end time instead.

I was afraid you would say that :(

Calculating the end time is going to be tricky.

Can you guys clarify the documentation to indicate this isn't possible?

I'll add it to my board. Maybe I will add a FAQ specific to history that would cover this kind of thing.

Sorry for the inconvenience.

Tim