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Hi,
I'm writing a tick based data plugin and I have a few questions.
do you know what PercentReduc is exactly in struct Quotation? Is it a unique ID in a 5-sec period, so DateTime + PercentReduc fields form a unique key for a ticker in the database?
What should I do if I have more than 256 quotes in a 5-sec interval? Should I merge some?
What about the database itself I get via GetQuotes, is it ordered by DateTime? Sometimes I have to scan the whole db to make sure no corrupted data stored there.
Thanks,
lukit
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