How to access tick-by-tick data in a historical data?

[rstriquer]

Everyday I woke up and start an strategy I have in my NT7, it works fine and I got the data I need in a tick-by-tick basis for I am running on real time feed, problem is I need to access the tick-by-tick data of yesterday and once I stop my script I no longer have that info. I saw NinjaTrader have the data for I can see it in the Historical Data Manager Window, how can i do it in a Strategy script?

[NinjaTrader_ZacharyG]

Hello rstriquer,

Thank you for writing in.

If you wish for your script to access historical tick data, you will need to add a secondary tick series to your script.

More information about working with scripts with multiple series can be found here: https://ninjatrader.com/support/help...nstruments.htm

Please, let us know if we may be of further assistance.

[rstriquer]

It does not work, lets say I do this ...

protected override void Initialize() {
    CalculateOnBarClose = false;
}
protected override void OnBarUpdate() {
    if (!Historical) {
        Print(Close[0]);
    }    
}

If I am working on a real time data the Close[0] delivers me data every tick, but whenever I am working on Historical data it gets me only the last tick data of the bar. How can I get the "intra data" of the bar on a historical bar?

[NinjaTrader_Jesse]

Hello,

Thank you for the reply.

As Zachary posted, you would need to add a 1 tick secondary series to see intrabar data historically.

There is a sample here: http://ninjatrader.com/support/forum...ead.php?t=6652

Additionally there is a sample strategy called SampleMultiTimeFrame that comes with the platform, this sample demonstrates adding a secondary series and limiting the logic to the BarsInProgress index.

Close[0] specifically will always return the last Closed bars value of the Primary series being processed. This would entail that if you were on a 5 minute series, this would either report the last 5 minute closed bar, or each Tick in realtime with COBC = false. Historically this would not make a difference, instead you could Add a secondary series and use the BarsInProgress index to delegate logic. using the secondary series you could see OnBarUpdate called for each tick of the 1 tick series to do logic.

I look forward to being of further assistance.