Load historical ticks in array

[ivan_taranov]

Hi! Is it possible to load historical ticks into array (for certain period of time)? I want to compare their "bids" and "times" by loop. Thanks in advance for answer!

[NinjaTrader_Jesse]

Hello,

Yes this would be possible.

For this I don't think I would recommend an array because you have more than 1 value to compare. Instead I would recommend a List so that you can combine multiple items into rows to loop through.

Here is more documentation on Lists:http://msdn.microsoft.com/en-us/libr...v=vs.110).aspx

This is a simple example of how you can create a list and add values and access the values.

This adds the current bars values to the List and then once the CurrentBar is equal to the Count - 2 I allow it to loop through the list. You could change that to if(!Historical) if you want it to only process when realtime data comes in.

using System.Collections.Generic;

private List<ListDefinition> newList = new List<ListDefinition>();
        public class ListDefinition
        {
            public double ClosePrice { get; set; }
            public double OpenPrice { get; set; }
            public double HighPrice { get; set; }
            public double LowPrice { get; set; }
        }

        protected override void OnBarUpdate()
        {
            newList.Add(new ListDefinition()
            {
                ClosePrice = Close[0],
                OpenPrice = Open[0],
                HighPrice = High[0],
                LowPrice = Low[0]
            });

            if (CurrentBar == Count - 2)
            {
                foreach (ListDefinition item in newList)
                {
                    Print(item.ClosePrice);
                }
            }
         }

Please let me know if I may be of additional assistance.