Fastest way to copy from IDataSeries to an array

[guest11]

Hi, in a strategy I need to pass an array of 128 closing prices to an external dll. What is the best way to create such an array speed wise? The most obvious way is very slow as optimization takes ages:

data = new double[128];
for (int i=0; i<128; i++)
{
data[i] = Close[i];
}

Is there any other way apart using loops which would let me to get 128 values from Closes and put them in an array?

[NinjaTrader_PatrickH]

Hello,

Thank you for your post and welcome to the NinjaTrader Support Forum!

The for loop would take quite some time as it is likely in the OnBarUpdate() and occurring on each bar. Unfortunately, there would be no other method to store these values. If you can wait until a certain time or bar of the session this would save processing speed and memory usage.