mathpaquette
commented
5 years ago Thanks for reporting this! Ill give a look and fix this today!
Mathieu
From: PaulGlynn588 notifications@github.com Sent: July 22, 2019 12:47 PM To: mathpaquette/IQFeed.CSharpApiClient IQFeed.CSharpApiClient@noreply.github.com Cc: Subscribed subscribed@noreply.github.com Subject: [mathpaquette/IQFeed.CSharpApiClient] Update interval doesn't work for DerivativeClient.ReqBarWatch (#41)
You can request say 1 minute bars that are updated every 5 seconds. Currently it just ignores the update interval of 5 seconds.
The request is incorrectly formatted in DerivativeRequestFormatter.ReqBarWatch. The devloper documentation says the format should be:
BW,[Symbol],[Interval],[BeginDate BeginTime],[MaxDaysOfDatapoints],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[RequestID],[Interval Type],[Reserved],[UpdateInterval]
The reserved field is not taken into account, so it should be:
$"BW,{symbol.ToUpper()},{interval},{beginDate?.ToString(DerivativeDatetimeFormat)},{maxDaysOfDatapoints},{maxDatapoints},{beginFilterTime?.ToString(DerivativeTimeFormat)},{endFilterTime?.ToString(DerivativeTimeFormat)},{requestId},{intervalType?.ToString().ToLower()},,{updateInterval}{IQFeedDefault.ProtocolTerminatingCharacters}";
Also there shouldn't be a comma before "{IQFeedDefault.ProtocolTerminatingCharacters}" for all the request types in DerivativeRequestFormatter.
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You can request say 1 minute bars that are updated every 5 seconds. Currently it just ignores the update interval of 5 seconds.
The request is incorrectly formatted in DerivativeRequestFormatter.ReqBarWatch. The developer documentation says the format should be:
BW,[Symbol],[Interval],[BeginDate BeginTime],[MaxDaysOfDatapoints],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[RequestID],[Interval Type],[Reserved],[UpdateInterval]
The reserved field is not taken into account, so it should be:
$"BW,{symbol.ToUpper()},{interval},{beginDate?.ToString(DerivativeDatetimeFormat)},{maxDaysOfDatapoints},{maxDatapoints},{beginFilterTime?.ToString(DerivativeTimeFormat)},{endFilterTime?.ToString(DerivativeTimeFormat)},{requestId},{intervalType?.ToString().ToLower()},,{updateInterval}{IQFeedDefault.ProtocolTerminatingCharacters}";Also there shouldn't be a comma before "{IQFeedDefault.ProtocolTerminatingCharacters}" for all the request types in DerivativeRequestFormatter.