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
