I didn’t see this method in the SDK until recently and was wondering, how does this work? Does it only stream from when I initiated the subscription? Would it be possible to set a ‘start date’ for streaming?
I’m finding myself having to query from the last timestamp over and over again; would prefer some function where I pass a symbol and a timestamp and the API gives me all data since that timestamp.
The bar data streaming for the symbol will start as soon as you’ll pass the generated subscription object into the Subscribe method. See the example on this Wiki page.
You were unable to subscribe for data in past so for your scenario, you have to combine historical data requests and real-time data subscriptions.
Oleg, thank you for your response.
Is there a way to subscribe to all symbols? When I try to individually subscribe via a forloop it says connection broken; but if I do just 1 it works fine.
Please let me know,
Thanks again
If you need the minute bars for ALL active symbols just use the GetMinuteBarSubscription method without parameters. If you want to subscribe to some set of contracts just use the latest SDK version (some previous have a bug related to mass subscription) or use Extensions package that provides helper methods for creating a single subscription for array (or IEnumerable<String>) or symbols.
Oleg, I am talking about realtime data in general, trades, quotes, minute bars. Is the way you described for minute bars the same for all the other streaming endpoints?
Thanks,