Updating VeighNa Bar Data with the Database and RQData Feed

Summary

This forum discussion explains how to update stored bar data in VeighNa after users could no longer import the former database manager interface. Replies point to the current database accessor, which returns the database object. For incremental updates, a participant proposes retrieving each instrument's stored bar overview, using its latest recorded timestamp as the history request start, querying RQData through VeighNa's datafeed, and saving any returned bars.

The example initializes the datafeed and builds a history request for each stored symbol, exchange, and interval, ending at the current time in China. The thread says the bar overview describes the stored extent of each series, but does not discuss duplicate-bar handling, timestamp inclusivity, provider limits, credentials, or error recovery. It is a practical API migration and data-maintenance note rather than a trading strategy or evaluation of market data quality.

Key ideas

• The discussion recommends obtaining the database object through VeighNa's database accessor.
• Incremental history requests can use each stored bar series' overview to identify the starting point.
• The example queries historical bars through the RQData datafeed and saves returned data to the database.
• The request is assembled per symbol, exchange, and interval and ends at the current China time.
• The thread does not explain duplicate handling, provider limitations, or recovery from failed requests.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.