Loading a new data series outside State.Configure

[guillembm]

Hello,

to avoid charging excessively my strategy I would need need to load a secondary data series outside State.Configure. I only need non-historical data for this data series after the main one has been loaded. Would it be possible?

[bltdavid]

Have you looked at BarsRequest?

[guillembm]

Thanks.

At what moment the function CleanUp() has to be called? When terminating the session or when I do not need the data anymore? Do I have to request the data every time or I just have to call it once and the data gets loaded?

[NinjaTrader_Gaby]

Hello guillembm,

Thank you for your post.

bltdavid is correct, you can use BarsRequest instead of AddDataSeries(). From the Help Guide:

"A BarsRequest should be called only once and subscribe to the .Update event. Remember to unsubscribe from the .Update Event handler if you are no longer using the subscription."

BarsRequest - https://ninjatrader.com/support/help...arsrequest.htm

You only need to call the function once, and then use unsubscribe to the bars request subscription once you no longer need the data. In a strategy, the subscribing should be done in State.Terminated, as there is no CleanUp() method.

You can also out this forum post that has an example script demonstrating using BarsRequest:

https://forum.ninjatrader.com/forum/historical-beta-archive/version-8-beta/87988-barsrequest-question?p=1206656#post1206656

Please let us know if we can assist further.