I'm trying to use the undocumented Bars.GetBars method to backfill historical ticks. I had it working in NT7.
Currently my example code in 8 looks like this and the code runs, but does not really produce results.
BarsPeriod bpAsk = new BarsPeriod(); bpAsk.BarsPeriodType = BarsPeriodType.Tick; bpAsk.MarketDataType = MarketDataType.Ask; bpAsk.Value = 1; bpAsk.BaseBarsPeriodValue = 1; Bars.GetBars(dBars.Instrument, bpAsk, this.beginTime, this.toTime, bars.TradingHours, bars.IsDividendAdjusted, bars.IsSplitAdjusted, bars.IsTickReplay, bars.IsResetOnNewTradingDay, LookupPolicies.Provider, MergePolicy.UseGlobalSettings, true, null, AdBars.IsRolloverAdjusted, null, GetBarsCallBack());
private Action<Bars, ErrorCode, string, object> GetBarsCallBack() { return null; }
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