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Date/Time: Fri, 29 Nov 2024 16:40:24 +0000



Post From: Historical data zip format?

[2018-01-07 03:22:45]
DTC Engineering - Posts: 320
Okay, so I request historical data and get an uncompressed header. But then the rest of the messages are in compressed zlib?
Yes.

1. You should do this incrementally. When you get a batch of data on the socket, give it to zlib. It will respond with some uncompressed data and you put that into a buffer and then process as many complete messages out of it that you can. Continue with this process.

2. You will be looking at the decompressed messages and you know you are done, when there is the flag indicating the final record has been sent. s_HistoricalPriceDataRecordResponse::IsFinalRecord