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Sub minute calls to OnBarUpdate()

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    Sub minute calls to OnBarUpdate()

    I have uploaded lots of tick data (from disktrading.com) into my database. When I run the following on "1 second bars" the output indicates that OnBarUpdate() is only called every minute rather than every second.

    How can I make NT call OnBarUpdate() every second?

    Thanks,
    Matthew.

    Code:
    protected override void Initialize()
    {
           CalculateOnBarClose = true;
    }
    protected override void OnBarUpdate()
    {
           Print(Time[0]);
    }
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    04/01/2008 21:58:00

    #2
    Solved.

    Okay, the disktrading data I have only marks its tick data to an accuracy of 1 minute. WTF!? What the hell is the point in that? It is only useful for 1 minute bars.

    Anyone know where to get cheap higher frequency data?
    Attached Files

    Comment


      #3
      Okay, panic over! The GAIN demo connection has loads of tick data on it with second time stamps. With the new historical data manager in NT7 it is easy to see what data you have and what you need. Excellent!

      Thanks,
      Matthew.

      Comment

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