MarketData.GetSeries(instrument, TimeFrame)
MarketData.GetSeries(instrument, TimeFrame)
28 Dec 2015, 23:45
Hi
from experience so far using var data = MarketData.GetSeries(instrument, TimeFrame) produces inconsistent data series:
1. Having multiple instruments in robot (EURUSD, USDJPY etc) getting index by date var startlIndex = data.OpenTime.GetIndexByExactTime(Convert.ToDateTime(StartDate));
returns different values for different instrument series, even though it is requesting index of the same date. That makes very challenging to develop cross currency pair robots.
2. Very often when data object is created it has different number of bars. How far back MarketSeries object is loading data(6months, 1year)? Is it the same for all time frames?
Thanks
Replies
Futuresmo
29 Dec 2015, 20:34
RE:
Spotware said:
Dear Trader,
The GetSeries Method retrieves around 10 000 bars.
around 10 000 bars for any timeframe?
@Futuresmo
Spotware
31 Dec 2015, 06:59
Dear Trader,
The GetSeries Method will return less than 10 000 bars, if the historical data for a specific symbol contains less than 10 000 bars. The GetSeries Method will retrieve around 10 000 bars, if the symbol has historical data with more than 10 000 bars.
@Spotware
Spotware
29 Dec 2015, 10:45
Dear Trader,
The GetSeries Method retrieves around 10 000 bars.
@Spotware