Beyond MarketSeries 7133
Created at 11 Feb 2014, 16:30
Beyond MarketSeries 7133
11 Feb 2014, 16:30
Dear cAlgo team.
I have a need in one of my algos to see what happened precisely a month ago on the minute bars by accessing it via MarketSeries, however I found that it goes only 7133 items back which is of coarse understandable to prevent memory overload.
Is there another way I can get a set of history minute bars a specified time back? How can I access a minute bar open & close values a month - 2 months ago? MarketSeries.OpenTime.GetIndexByExactTime returns -1 if I go beyond the initialised 7000 items...
Your help will be greatly appreciated. Any way to get a bar by time maybe?
Thank you!
Spotware
12 Feb 2014, 11:11
If you need one minute data for one time analysis you can backtest a cBot over long period and in OnStop method dump MarketSeries data to the text file.
In real time cBot execution you can retrieve one minute data for last 7 days only.
@Spotware