Fastest method to store all price data within the strategy

[MyFirstMillion]

Hello,

I need a method to store all of the tick data -close,time,bar index that has been loaded on to the chart. Is there a way to access all this data at once instead of looping thru each tick bar? Is there a way to quickly store this data into an array or a list? The problem right now that I am facing is, it's taking too long to store every tick information into an array. Once i have it stored in an array, i can vectorize the array and use transformation to quickly summarize data. Any help would be greatly appreciated.

Thanks

[NinjaTrader_Gaby]

Hello MyFirstMillion,

Thank you for your inquiry.

There is no method to get the strategy to process all the available data in one pass of OnBarUpdate() or all at once from another method, unfortunately.

The nature of strategy scripts is to process one bar update at a time. It will run through all historical bars before processing real-time bars.

Please let us know if you have any further questions.