R Client for lightstreamer

[toolbox]

Thanks Alessandro.

4) The scale granularity or resolution is by IG defined to as an item, with following syntax: CHART:{epic}:{scale}, whereof {scale} is the item. See IG streaming API reference: https://labs.ig.com/streaming-api-reference

It is basically the time interval between 2 candlesticks. From a timestamp perspective it is the timewise startpoint of a candlestick, but from a value perspective it is the LastTradePrice meaning the OHLC values as a screenshot exactly before next (new timestamp arrives). This means that taken account the updates in Lightstreamer one would need to take the timestamp + all updates until next timestamp arrives. Unless IGs candlestick solution would work because then they should send only the LastTradePrice values, which currently does not work for me.

I have tested setting the [LS_requested_max_frequency] to 0.017, for the stream to go down to 1 minute updates, but without success. I thought of change the [LS_mode] and try Command, Distinct or RAW, but seems that the IG [Chart subscriptions - Consolidated (candle) data] is supposed to be set with [LS_mode] Merge.