Calling ProtoOAGetTrendbars - Getting strange values for OHLC
30 Oct 2023, 09:02
Hi,
Thanks again for the great forum and support.
I am having an issue when calling ProtoOAGetTrendbars. The response is fine, however the values returned for the trendbar object are messed up, seems like only the correct value is the low. I am connecting using websockets and using javascript.
Here is my request for NAS100 1 minute bars, 10 length and with a unix timestamp starting today and ending current time:
{ "payloadType": 2137, "payload": { "ctidTraderAccountId": XXXXX, "period": 1, "fromTimestamp": 1698624000000, "toTimestamp": 1698656031419, "count": 10, "symbolId": 10014 }}
Here is the response:
{ "ctidTraderAccountId": XXXXX, "period": 1, "timestamp": 1698655980000, "trendbar": [ { "volume": 132, "low": 1427670000, "deltaOpen": 120000, "deltaClose": 20000, "deltaHigh": 220000, "utcTimestampInMinutes": 28310923 }, { "volume": 138, "low": 1427130000, "deltaOpen": 590000, "deltaClose": 90000, "deltaHigh": 590000, "utcTimestampInMinutes": 28310924 }, { "volume": 120, "low": 1427240000, "deltaOpen": 20000, "deltaClose": 200000, "deltaHigh": 340000, "utcTimestampInMinutes": 28310925 }, { "volume": 148, "low": 1426990000, "deltaOpen": 470000, "deltaClose": 30000, "deltaHigh": 650000, "utcTimestampInMinutes": 28310926 }, { "volume": 134, "low": 1426960000, "deltaOpen": 110000, "deltaClose": 150000, "deltaHigh": 250000, "utcTimestampInMinutes": 28310927 }, { "volume": 106, "low": 1427030000, "deltaOpen": 130000, "deltaClose": 90000, "deltaHigh": 180000, "utcTimestampInMinutes": 28310928 }, { "volume": 112, "low": 1427130000, "deltaOpen": 0, "deltaClose": 180000, "deltaHigh": 310000, "utcTimestampInMinutes": 28310929 }, { "volume": 120, "low": 1427080000, "deltaOpen": 250000, "deltaClose": 90000, "deltaHigh": 250000, "utcTimestampInMinutes": 28310930 }, { "volume": 138, "low": 1427220000, "deltaOpen": 10000, "deltaClose": 350000, "deltaHigh": 420000, "utcTimestampInMinutes": 28310931 }, { "volume": 132, "low": 1427530000, "deltaOpen": 50000, "deltaClose": 180000, "deltaHigh": 230000, "utcTimestampInMinutes": 28310932 } ], "symbolId": 10014}
Am I missing something?
Thank you all!
Replies
amarilissporto
01 Nov 2023, 16:21
( Updated at: 02 Nov 2023, 06:49 )
RE: Calling ProtoOAGetTrendbars - Getting strange values for OHLC
PanagiotisChar said:
Hi there,
The values are fine. They are expressed in delta i.e. the difference from the low price. So high = low + deltaHigh
Thank you. I posted the question too soon, after reading the docs I realised that. Thanks for the great support!
@amarilissporto

PanagiotisChar
31 Oct 2023, 07:34
Hi there,
The values are fine. They are expressed in delta i.e. the difference from the low price. So high = low + deltaHigh
@PanagiotisChar