hootnot / oanda-api-v20

OANDA REST-V20 API wrapper. Easy access to OANDA's REST v20 API with oandapyV20 package. Checkout the Jupyter notebooks!
MIT License
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tick frequency difference between API v1 and API v3 #48

Closed hootnot closed 7 years ago

hootnot commented 7 years ago

At october 10th I've asked OANDA the following question (which was answered some days later):

Q: ... I did a few tests and noticed a considerable difference between both streams regarding quotes received. Is that possible ?

From 09:01:01 to 09:15:58 I count for DE30_EUR .. on the v1 REST interface 1132 ticks and on the v3 REST interface 643 ticks.

a few hours later I find: v1 2536 versus v3 1565 ticks

Are there less ticks published for the v3 REST pricing stream ?

A: Case Number: 00259195 Case Subject: streaming quotes question

Yes, the price stream for the v20 API uses a different sampling algorithm than that of the v1 API. This was done to ensure the v20 streaming components can reliably scale to the projected demands that we anticipate.