Search:

Type: Posts; User: toolbox

Search: Search took 0.02 seconds.

  1. Replies
    17
    Views
    51,670

    Below summary is only valid based on following...

    Below summary is only valid based on following environment:
    Server:
    - Lightstreamer server positioned at IG premises.
    - Server version less then 6.1
    Client:
    - old text protocol (not TLCP)
    - OS...
  2. Replies
    17
    Views
    51,670

    With some backwards-engineering I have now a...

    With some backwards-engineering I have now a working solution. The IG Streaming API shows now exactly the same 5 minutes OHLC(+Volume) data as the IG REST API. It will probably need major tuning to...
  3. Replies
    17
    Views
    51,670

    Yes, I understand that the guidance is limited,...

    Yes, I understand that the guidance is limited, but I think it might be valid to keep the thread open so I can potentially update it. I assume that it is of benefit for Lightstreamer as a product...
  4. Replies
    17
    Views
    51,670

    Clarifications of goals: 8) Move from REST API...

    Clarifications of goals:
    8) Move from REST API to Streaming API due to REST API loosing 30% datalines (removing lines with NA).
    9) Being in Streaming API secure candlestick OHLC data. Basically...
  5. Replies
    17
    Views
    51,670

    4) Here is an example of scale with 5 minutes...

    4) Here is an example of scale with 5 minutes resolution, see bold text. To simplify reading I have transformed UTM format to POSIXct,and left the stock values same for all the 3 lines.
    ...
  6. Replies
    17
    Views
    51,670

    Thanks Alessandro. 4) The scale granularity or...

    Thanks Alessandro.

    4) The scale granularity or resolution is by IG defined to as an item, with following syntax: CHART:{epic}:{scale}, whereof {scale} is the item. See IG streaming API reference:...
  7. Replies
    17
    Views
    51,670

    Thanks Alessandro :). It looks like I will be...

    Thanks Alessandro :). It looks like I will be able to finalize the R client for lightstreamer with
    some more hard work. I still need to transform the stream into a OHLCV data.frame for my...
  8. Replies
    17
    Views
    51,670

    R Client for lightstreamer

    Hi. I have setup an R client for lightstreamer towards IG,
    to subscribe on 1 minute OHLCV (Open, High, Close, Volume) data.

    Background to move into lightstreamer is that IG:s REST API
    sends to...
Results 1 to 8 of 8
All times are GMT +1. The time now is 06:23 AM.