- Date Ranges
If you have at least 1 month of data between your start date and your end date, it is generally best to break your job up into several requests rather than one large request.
The infrastructure can better scale for multiple requests. 12 requests for one month each will finish faster than one request for 12 months.
- Futures
Given a request for ES ALL contracts from 1/1/2011 to 7/01/2016, TickAPI has some additional lookups that could also help jobs process faster.
https://tickapi.tickdata.com/help?with=CONTRACT_LIST&for=QUOTE&filter=ES
(abbreviated output)
DESCRIPTION,VALUE,ALT_VALUE
…
ES,M12,03/22/2011,06/15/2012
ES,U12,06/17/2011,09/21/2012
ES,Z12,09/16/2011,12/21/2012
ES,H13,12/16/2011,03/15/2013
…
This feature will help determine which contracts are available for a specific instrument. The output of this list can be used to tune requests such that they only return targeted data.
Example:
To get the ESZ12 contract, a request could ask specifically for:
REQUESTED_DATA=ES&OUTPUT_CONTRACT=Z12&START_DATE=09/16/2011&END_DATE=12/21/2012
This very targeted request would give you the output you are looking directly and more efficiently.
Information about the above call and some others can be found here:
https://tickapi.tickdata.com/?start=help