Access tick data from historical bars

Lumbeezl

Member

Join Date: Apr 2018

Posts: 83
#1

Access tick data from historical bars

04-09-2022, 10:56 PM

I know the tick data can be downloaded and exported, but I was wondering if I'd be able to access the tick data of historical bars, from which they are built, within a strategy/indicator. Whether this is during the bars being built, or after doesn't matter.

Any guidance is appreciated.

Thank you
Tags: bars, historical data, tick, tick data backtesting
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 21957
#2

04-10-2022, 05:21 PM

Hello Lumbeezl,

Bars made from historical tick data use the same data that is available when adding a 1 tick series with AddDataSeries().
https://ninjatrader.com/support/help...ndatapoint.htm
https://ninjatrader.com/support/help...dataseries.htm
https://ninjatrader.com/support/help...nt8/getask.htm
https://ninjatrader.com/support/help...nt8/getbid.htm

Below is a link to the reference sample which adds a 1 tick series.

NinjaScript > Educational Resources > Reference Samples > Strategy > Backtesting NinjaScript Strategies with an intrabar granularity

https://ninjatrader.com/support/helpGuides/nt8/backtesting_ninjascript_strate.htm

Chelsea B.NinjaTrader Customer Service
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