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June 14th, 2017, 10:26 AM
#4
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
Last edited by toolbox; June 14th, 2017 at 10:30 AM.
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