I cannot understand this at all. I connect NT to Sim Data Feed, and point it to the ES 09-07 product. NT provided this data. I did not set this up.
I then set up a tick chart, for a two tick bar, to display the data. I also wrote an indicator that was to pick up every tick, create a record of each one, and write the record out to a csv file. The last four fields of the tick record are based on this:
- strMsg.Append(DateTime.Now.ToString()) // the local date time
- strMsg.Append(",");
- strMsg.Append(Bars.Period.Id.ToString()); //period id
- strMsg.Append(",");
- strMsg.Append(FirstTickOfBar.ToString()); //First tick of bar
- strMsg.Append(",");
- strMsg.Append(Bars.TickCount.ToString()); // Tick Count
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,False,2
- 2/09/2007 12:45:36 AM,Tick,True,1
- 2/09/2007 12:45:36 AM,Tick,False,2
Tell me NT is not dropping ticks.
I wish I could export the data feed so that I can take a look at the data, but I can't. So I am hoping someone can tell me why I seem not to get two ticks to a bar in some records.
Other records come out as expected, though.
TIA
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