I understand that FirstTickOfBar is not available for Historical data but I would monitor that manually with tick data
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Simulating Live Bars with Historical Tick Data
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Simulating Live Bars with Historical Tick Data
If I understand how historical and live bars differ and I want to simulate live bars with Historical Tick Data then when FirstTickOfBar == true; on Historical data then am I correct in thinking if the bars were live then we would have seen the close of the live bar 2 ticks ago, IE FIrstTickOfBar == true; one tick earlier for live data ? Does that make sense ?
I understand that FirstTickOfBar is not available for Historical data but I would monitor that manually with tick dataLast edited by GKonheiser; 04-19-2016, 08:38 AM. -
Hello GKonheiser,
Thank you for your patience.
I have included a video and a script in this response to hopefully clear things up for you on this matter. I would also ask that we keep this inquiry to one thread or one email as it will ensure we are providing accurate information on the case.
The script is attached and the video is at the following link: http://screencast.com/t/wnFeUW9DAttached Files
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Originally posted by GKonheiser View PostIf I understand how historical and live bars differ and I want to simulate live bars with Historical Tick Data then when FirstTickOfBar == true; on Historical data then am I correct in thinking if the bars were live then we would have seen the close of the live bar 2 ticks ago, IE FIrstTickOfBar == true; one tick earlier for live data ? Does that make sense ?
I understand that FirstTickOfBar is not available for Historical data but I would monitor that manually with tick data
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