Question about GetHistoricalData Method.

If I do the following, would it load the data and save it to the database and in my next request get the values from the database and only pull the new data from server?

Or would it get a new copy of the data every single time from the broker?

Ideally, I want it to save the data and only fetch the new data if required.

var dateFrom = DateTime.Today.AddMonths(-6);

var dateTo = DateTime.UtcNow;

var historicData = _platformEngine.GetHistoricalData(new HistoricalDataRequest(inst, period));

historicData.AfterReload += HistoricalData_AfterReload;

historicData.Load(dateFrom, dateTo);

Algoxml | 23.08.2017
Modified by Algoxml 23.08.2017, 13:39

Replies

Burhay Vlad | 23.08.2017

Hi haroonxml

if you perform the load within terminal session, then you will get the data in cache first time, later if you perform same operation no copy would be created it will only fill the gaps if there are any. Besides you can subscribe for realtime data and this data will be stored in cache as well. Yet for your reference there is an overload of Load () method with the third parameter, called HistoricalDataLoadParams with which you can set from where to retrieve data (hard drive or memory).

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Algoxml | 23.08.2017

Thanks Vlad, so essentially doing the following:

historicData.Load(Common.GetStartTime(),DateTime.Now,new HistoricalDataLoadParams(){StorageType = HistoricalDataStorageType.Database});

will ensure that the data is saved in the platform's database.

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Burhay Vlad | 23.08.2017

HistoricalDataLoadParams is source from where you whish to load data. To fulfill a hard drive with it, no need to set a third parameter.

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Algoxml | 23.08.2017

Thanks Vlad, I see what you mean now.

I will play around with this and come back with any questions if required.

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