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Access Price Data for Instrument not Added as Series

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    Access Price Data for Instrument not Added as Series

    Hi

    How do I access price data for an instrument that has not been added as a data series?

    The reason I ask is that to calculate the correct position size I need to access the counter currency and dont want to add the counter currency as a data series.

    Thanks

    Mike

    #2
    Hi Mike, this is unfortunately not possible - to access another instruments data programmatically you would have to Add() it first.

    Comment


      #3
      Thanks Bertrand.

      How do you add a new Dataseries out side the Initialize(). If I try and call Add outside the Initialize() I get an exception.

      Thanks

      Mike

      Comment


        #4
        Unfortunately an expected exception - you would need to Add() in the script's Initialize() method.

        Comment


          #5
          So is it not possible to Add a data series using a different method at a later stage?

          Comment


            #6
            Unfortunately not in a supported way...as a hint you can look into the asynchronous loading the Pivots indicator would use...

            Comment


              #7
              Thanks for your help, that was just what I was after.

              Comment

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