historical data, L0

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hesaid
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historical data, L0

Post by hesaid » Thu Aug 05, 2021 9:33 pm

Hi,
I'd like to load historical data  before starting realtime feed. For realtime I  inherit from ExternalLiveBaseProvider. 
The question is how to synchronize time between historcal data and bookmap. getCurrentTime is declared as final.
Any suggestions?
Thanks
 

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Svyatoslav
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Re: historical data, L0

Post by Svyatoslav » Fri Aug 06, 2021 7:30 am

Hi. Let me clarify: is your intention to insert historical data that you retrieve from your own source into bookmap?

hesaid
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Re: historical data, L0

Post by hesaid » Fri Aug 06, 2021 10:44 am

Hi Svyatoslav,
Correct. I have realtime source and I have historical data from that source. I want to load historical data first and then switch to realtime once historcial data are finished. In fact, the same approach you use when I load historical data for dxFeed.

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Re: historical data, L0

Post by Svyatoslav » Fri Aug 06, 2021 10:59 am

Hi. Unfortunately we don't support that directly via API at this point. We can, however, consider some alternative ways to achieve that and/or handle it as a feature request to add such API capability.

Which source are we talking about? (license restrictions differ, and so do the options).

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Re: historical data, L0

Post by hesaid » Fri Aug 06, 2021 3:39 pm

There is no license restriction. Proprietary source

Svyatoslav
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Re: historical data, L0

Post by Svyatoslav » Fri Aug 06, 2021 4:02 pm

Ok, so I guess we are down to two options, both would be feature requests:
- letting adapter send historical data to bookmap
- letting adapter define non-bookmap historical servers (i.e. you provide you URL to a server that returns data in some format defined by us)

Any comments on those options?

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Re: historical data, L0

Post by hesaid » Fri Aug 06, 2021 8:06 pm

1st option looks more preferable for me.

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