REST API/ Time Stamp

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Konsti
REST API/ Time Stamp

When one downloads historical data with the REST API, the time stamp is always rounded to the minute. This can be confusing and sometimes erroneous to the model at hand. So maybe it is also possible to provide the seconds?

neilcaithness
Hi Konsti, isn't this because

Hi Konsti, isn't this because the bar data is calculated on the turn of the minute, not because the seconds are rounded?

Konsti
Hi neilcaithness, that it is

Hi neilcaithness, that it is what have been thinking as well. But after checking with the other data source I concluded that everything except the "open" in the minute bar is very far-off. I also downloaded one data item with an interval of 10 seconds and obtained different data. This allows me to conclude the the TimeStamp is being rounded.

neilcaithness
Hi Konsti, interesting. I've

Hi Konsti, interesting. I've done some quick tests too and don't see the same thing.

For the dated price query you'd expect to get identical results on successive calls.

qstr = '/prices/{epic}/{resolution}/{startDate}/{endDate}';
epic = 'FM.D.EURUSD24.EURUSD24.IP';
resolution = 'MINUTE';
startDate = '2015-03-20 12:00:00';
endDate = '2015-03-20 12:20:00';

For two successive numPoints queries sent 10 seconds apart only the most recent bar data differs sometimes in high, low and close prices. Open stays the same. This is as you'd expect as the bar hasn't ended yet.

Is this what you mean - that the data for the most recent bar is still changing?

qstr1 = '/prices/{epic}/{resolution}/{numPoints}';
epic = 'FM.D.EURUSD24.EURUSD24.IP';
resolution = 'MINUTE';
numPoints = '21';

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