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    Data Format

    Hi,

    I have an indicator that is dependent on certain types of candlesticks. I was wondering what format the data is in?

    Is there separate 5/15/60 min data that is sent or is it calculated? It must be separately calculated I would think. So is the data all in ticks and then candlesticks are calculated depending on the timeframe or what?

    #2
    stockgoblin,

    The minute data is stored minute per minute. there is not a separate series for 5 vs 15 vs 60 minute.

    When you call a 5 minute chart, it will reconstruct the 1 minute data that comes from your data provider into a 5 minute interval. The same would happen when you call a 60 minute series.

    There are 3 basic types of data: tick, minute and daily. If you call a tick interval, only the tick type data will be used. If you call a minute chart, only the minute type will be used. Minute charts do not take tick data into consideration when calculating.

    Please see our Help Guide article on Understanding the underlying base data type required for constructing various chart bars

    You can look at the data you have in your database by going to Tools--> Historical Data Manager

    Click here for more information on using the Historical Data Manager
    MatthewNinjaTrader Product Management

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