Comments (1)
We have the data in a certain format and cannot change what gets sent to you. Adding a feature like this would require a lot of our resources and the cost-benefit isn't there at the moment. Doing this wouldn't increase the speed as we would still have to read every tick level quote to compute intervals. The amount of data being sent to you is much smaller compared to what we have to read to compute the intervals. We just purchased an SSD server, which will significantly improve the speed for quotes related requests. We are also caching 1 minute intervals in the near future to further improve the speed. For API support, I highly recommend you join our discord server for faster replies: https://discord.thetadata.us.
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Related Issues (9)
- Feature request: time since epoch HOT 2
- Why are the column names in client.get_hist_option not strings? HOT 1
- When DataType.ASK_SIZE is 0 should DataType.ASK be 0 or empty? HOT 1
- What is the aggregation when requesting quotes with interval size? HOT 2
- Feature request: error handling on disconnected client HOT 1
- A Problem on Option Data HOT 1
- Failed requesting stock quote data HOT 2
- Example code from install instructions fails HOT 2
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