How to access tick data series?

WhiteSage
18 May 2015, 20:46

Do you mean tick volume or tick data (t1, t2..) on a higher time frame?

MZen
20 May 2015, 22:01

RE:

I need tick data.

Any ideas?

WhiteSage said:

Do you mean tick volume or tick data (t1, t2..) on a higher time frame?

Gman89
22 May 2015, 13:16

I have this issue as well. If you want to use a method like Close.LastValue it will only return a value in the OnTick() method once there is actually a tick. If there is no tick then you can't access LastValue which is annoying. 

Gman89
22 May 2015, 16:00

See this post:

/forum/cbot-support/2579

Basically you can query the data if you decide on a time frequency and then using the OnTimer method - this basically does the same thing as OnTick but the event is time based and not tick based.

MZen
23 May 2015, 22:27

RE:

Thanks for suggestion, yet I am looking for tick data to recalculate custom indicators and populate chart. My indicator is tick dependent , but works on any time frame.

When I put it on tick chart I can access tick data like 7000 ticks. Yet, other time frames block this data from indicators. Moreover, TimeFrame on tick chart is Tick, but it cannot be assigned to get ticks.

Looks like the only workaround is to put my indicator on tick chart with the only purpose to get tick data and work on other charts.

Gman89 said:

See this post:

/forum/cbot-support/2579

Basically you can query the data if you decide on a time frequency and then using the OnTimer method - this basically does the same thing as OnTick but the event is time based and not tick based.

MZen
30 May 2015, 20:24

I believe this is serious misconception of cAlgo developers.

Indicators are calculated (using OnTick method) and change their value on every tick at any time frame. Yet, we can not access tick data series within indicator, unless it is attached to tick chart.

I see it as a fundamental flow in cAlgo design. Can CTDN address this issue?

Gman89
01 Jun 2015, 16:12

I see what you mean. the MarketSeries values are based on the bid price and I am trying to access the mid price which would mean getting the correct highs and lows from the price. Because the spread changes slightly from tick to tick you need access to the tick data in order to correctly determine the mid price based high/low. My work around was to maybe allow an indicator to basically do this for me but it seems you can't.

Spotware
10 Jun 2015, 15:33

Dear Traders,

Thank you for your suggestions. We will consider providing the ability to access the tick data from cBots and Indicators. Additionally you can post your ideas/suggestions to http://vote.spotware.com/