HMDS Period & Bar Size

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Valid Period Units:

UnitDescription
SSeconds
dDay
wWeek
mMonth
yYear

Note: These units are case sensitive.

Valid Bar Units:

DurationBar units allowedBar size Interval (Min/Max)
60 Ssecsmins
3600 S (1hour)secsmins
14400 S (4hours)secmins
28800 S  (8hours)secmins
1 dminshrs   
1 wminshrs
1 mminsd
1 ydw

Note: These units are case sensitive.

NOTE: Keep in mind that a step size is defined as the ratio between the historical data request’s duration period and its granularity (i.e. bar size). Historical Data requests need to be assembled in such a way that only a few thousand bars are returned at a time.