R Client for lightstreamer

[Alessandro]

The documentation of the right version of the network protocol used by IG is linked on IG's site: https://labs.ig.com/lightstreamer-downloads

The link sends here.

[toolbox]

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
automated trading system to use that as a base for analysis.

4) Regarding avoiding tick-data and force client to show 1MINUTE or 5MINUTE
I have now tested with IG:s Streaming Companion and despite if putting the {scale} to either [1MINUTE, 5MINUTE or HOUR], I always see the tick changes. I did change the setting, in my client, of [LS_requested_max_frequency] to both 60 seconds and changed it later for 300 seconds. There is not really any change in regards to visible tick-data in the stream. Adjusting the above parameter does not remove the stream of tick-data. The parameter settings seem otherwise fine since it looks like [BID_OPEN, BID_HIGH, etc] is allocated to candlestick data, having the {scale} after the {epic}. I assume I need to contact IG for clarifications of the [LS_requested_max_frequency].

5) Regarding using the old text protocol instead of TLCP
Since I come from using IG API REST and loosing up to 30% OHLC lines, it is still a great improvement for my client solution using lightstreamer. Are there significant disadvantages to use the old protocol? Do you recommend that I request IG to upgrade to TLCP?

6) Regarding setting up a lightstreamer to use the test scenarios.
Would you recommend for me to setup the lightstreamer server to understand
more the traffic flow? Since I am using HTTPS i cannot always sniff the TCP/HTTPS stream with an dedicated tools such as wireshark.

/ Regards, Alonso

[Alessandro Carioni]

Hi Alonso,

4) It is not clear to me what is the exact meaning of the scale granularity (1MINUTE, 5MINUTE, …) you mention. I interpret is as the number of updates per unit of time, but maybe you should consult IG for the right meaning. If we stick with the above interpretation, then to limit frequency of updates you can leverage LS_requested_max_frequency. But keep in mind that LS_requested_max_frequency specifies the number of updates per second. So if you want just one update per minute, you must set the parameter to 0.017 (i.e. 1/60).

5) TLCP protocol has a more uniform and compact syntax, but it is only supported by server version 6.1 or above. So IG should update the server in order that the clients may use TLCP.

6) A local server is surely useful while you are learning the technology. You can install the Stock-List Demo, which simulates stock quotes, on your local server, and then connect with your client.
The server 6.1 can talk TLCP and the old protocol, so you can experiment with both of them.

Regards
Alessandro Carioni

[Alessandro]

5) To directly answer your question, there are no significant disadvantages to use the old protocol.