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franky.b

Historic prices with /tickhistoryafter

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Hi,

I have some trouble using GetPriceTicksAfterDate function to get historic price data e.g. for DAX (marketId 401437602), but it seems it is not restricted to this market only.

 

For example I do 

GET https://ciapi.cityindex.com/tradingapi/market/401437602/tickhistoryafter?fromTimeStampUTC=1613491996&priceType=ASK

UTC timestamp 1613491996 translates to Tuesday, 16. February 2021 16:13:16

As a result I would expect some PriceTicks starting around this date. However the first value returned is

{
"TickDate": "/Date(1618437600290)/",
"Price": 15194.5
},

This is a tick from Wednesday, 14. April 2021 22:00:00.290 !

 

Does anyone have an explanation for that?

Are the historic prices available a few days backwards only?

 

Best regards,

Frank

 

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Hi Frank,

Yes, you guessed correctly. Depending upon the market, we only keep tick history for a few days to about a week or so. Hence the API request you sent is giving you all the tick prices it has from the database, which in your example starts from Wed 14 April. 

Kind Regards, PM

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