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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...

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...

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...

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...

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.
...

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:...

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...

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...