I have a strategy that runs on custom daily instrument data and was looking for ways to automate this process instead of having to manually import this custom data on a daily basis.
Using the ATI I was able to push my custom data to NT and consequently update the chart using the LastPlayBack function. I am actually pushing each day 4 values for the OHLC using the same timestamp to construct the daily bar (not sure if there is a better way to do this). This would automatically trigger the bar update event and the strategy would run for the day.
That being said, I am having problems persisting/saving all the pushed data. I noticed that unless there is a strategy running, this data would not persist on the chart, i.e. if I close and reload the chart, all the pushed data would be gone. However, if I have a running strategy on the same instrument, closing and reloading a chart will still show all the pushed data. I checked the historical data and there was nothing there. Any idea where NT is saving this data?
On the other hand, if I close NT, all pushed data is lost.
I tried enabling the option "Save chart data as historical" but it's saving data under minute and tick data while I actually need daily data.
Any help would be appreciated.
Thanks
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