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historical second bars

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    historical second bars

    I am looking to get second bars from historical data, but I can see that my options are either ticks or minutes in the historical download manager. My data source is Kinetick for historical data.

    I am wondering if there is a way to download second bars or convert tick data into second bars. Ultimately I am going to analyze the data outside of NT, so I would not mind using a converter to convert the exported tick data files into second bars if already available.

    Is there an automated solution for my problem or do i write my own script for the conversion.

    #2
    This should do it (not written by me):

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      #3
      Hello,

      The second bars are built from tick data. There is not a second interval type that can be downloaded.

      The tick data would need to be generated into second bars.

      I'm not aware of an existing automated solution. You can write a NinjaScript indicator which you can load on a second chart and print this information to an output window, or write it to an external file.
      MatthewNinjaTrader Product Management

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