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Bar vs Tick Call Order

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    Bar vs Tick Call Order

    If I have 1000 Volume Primary bars and a AddDataSeries(Data.BarsPeriodType.Tick, 1) should the call order be:

    BarsInProgress = 0
    12:00PM 1000 Volume bar

    BarsInProgress = 1
    12:01PM ticks
    12:02PM tick
    12:03PM tick
    12:04PM tick

    BarsInProgress = 0
    12:05PM 1000 Volume bar​

    trying to determine the tick price movement within a primary bar
    Last edited by dibDab; 11-11-2022, 07:40 AM.

    #2
    Hi dibDab, thanks for posting. The primary series will always be called first in the historical backtest, this order would be expected. If the Tick series had timestamps of 12:00, they would be seen after the 12:00 1000 volume bar.

    Kind regards,
    -ChrisL

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