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maskiepop
08-26-2007, 11:44 AM
Hi,

I have imported historical tick data (Emini S&P 500) into NT.

Can I access the individual ticks inside the OnBarUpdate method through Close[0], if I have set the CalculateOnBarClose var to false?
Is it possible to access the original date and time of the data inside the OnBarUpdate method, or any other method? Or are the original date and time values effectively changed to the PC's current date and time?Thanks

NinjaTrader_Ray
08-26-2007, 03:18 PM
1) Yes you can in real-time only. Historical backtest will only access bar by bar even when CalculateOnBarClose = false.

2) No. You can only access the time stamp of the bar the tick belongs to.

maskiepop
08-26-2007, 09:50 PM
1) Yes you can in real-time only. Historical backtest will only access bar by bar even when CalculateOnBarClose = false.

2) No. You can only access the time stamp of the bar the tick belongs to.

Ray,

Thanks for replying to my questions. And sorry, to push this thing about tick data.

Are there historical tick data out there that are streamed out just like RT data to NT? And if so, will NT consolidate that into 1 min bars still? In other words, is that considered as RT data by NT?

I was under the impression that that sort of historical data is available from Opentick. Is that correct?

Am I making any sense at all?


Thanks.

NinjaTrader_Ray
08-27-2007, 07:13 AM
- Real-time tick data will make it to the database. If you have a tick chart open, it will be stored as tick data. If you have a minute based chart open, it will be stored as minute data.

OpenTick can provide both historical and realtime tick and minute data.