Dinosaur Technology and Trading

1. Alex
   Member

   Hi,

   I'm tryig to pull 30 one day bars by calling

   client.RequestHistoricalData(12, Symbol, DateTime.Now, new TimeSpan(30, 0, 0, 0), BarSize.OneDay, HistoricalDataType.Trades, 1);

   As the result I'm getting only 20 one day bars and all the bars have same date 8/21/1970

   O:124.63 H:127.5 L:120.81 C:121.43 T:292300 D:8/21/1970 2:51:46 AM V:508869 Total:20 R:17
   O:120.41 H:122.98 L:119.05 C:122.41 T:263684 D:8/21/1970 2:51:47 AM V:422194 Total:20 R:18
   O:121.98 H:123.46 L:120.6 C:120.6 T:101529 D:8/21/1970 2:51:50 AM V:169209 Total:20 R:19

   Am I specifying some incorrect input parameter values?

   Posted 7 months ago #

2. Karl
   Key Master

   Hey Alex,

   It turns out that when you request bar data, IB returns the date code as a date (20080612) instead of the number of seconds since 1/1/1970, as it does when you request hours or lower time frames.

   I have fixed this bug in my internal release, and will push something out shortly.

   Thanks,

   -Karl

   Posted 6 months ago #

3. Alex
   Member

   Hey Karl,

   Thank you for the help.

   I came up with the temporarily work around. Here is the code fix in IBClient.cs:

   for (int ctr = 0; ctr < itemCount; ctr++)
   {
   //Comes in as seconds
   //2 - dates are returned as a long integer specifying the number of seconds since 1/1/1970 GMT.
   String date = ReadStr();
   DateTime timeStamp;
   if (date.Length == 10)
   {
   long longDate = Int64.Parse(date, CultureInfo.InvariantCulture);
   timeStamp = new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc).AddSeconds(longDate).ToLocalTime();
   }
   else
   timeStamp = new DateTime(Convert.ToInt32(date.Substring(0, 4)), Convert.ToInt32(date.Substring(4, 2)),
   Convert.ToInt32(date.Substring(6, 2)));

   I'm still trying to figure out why IB is returning less numbers of one day bars as was requested. For example:

   requested returned
   10 5
   20 15
   30 20
   40 20
   50 40
   60 40
   70 40
   80 60

   -Alex

   Posted 6 months ago #

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