I am trying to download all tick data for SPY
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?m_pClient->reqHistoricalTicks(19001, ContractSamples::SPY_ETF(), TimeCode, "", 1000, "TRADES", 1, true, TagValueListSPtr());
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I am getting all the data for 9:30 -> 16:00 hours Using this method
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//! [tickbytickalllast]
void TestCppClient::tickByTickAllLast(int reqId, int tickType, time_t time, double price, int size, const TickAttrib& attribs, const std::string& exchange, const std::string& specialConditions) {
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BUT when I look they are some prints that are late but don't show up calling reqHistoricalTicks()? (beyond 16:00 hours) See attached image.
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Anyone know how I can get all the late prints that come after 16:00 hours???
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Marluv
