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Tick Replay with multiple instruments

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    Tick Replay with multiple instruments

    I am reading through the help guide topic about Tick Replay at this link:
    https://ninjatrader.com/support/help...ub=tick+replay

    My question is about this comment in the Notes of that article:
    Tick Replay is forced for all series loaded, and there is NOT any method to reduce the number of calculations on a per series basis. In other words, you cannot mix and match tick replay series with non-tick replay series

    My question is, what is the appropriate method to use for AddDataSeries? Seems like you can call it any one of many ways:
    Code:
    AddDataSeries(string instrumentName, BarsPeriodType periodType, int period)
    AddDataSeries(string instrumentName, BarsPeriodType periodType, int period, MarketDataType marketDataType)
    AddDataSeries(string instrumentName, BarsPeriod barsPeriod)
    AddDataSeries(string instrumentName, BarsPeriod barsPeriod, string tradingHoursName)
    AddDataSeries(string instrumentName, BarsPeriod barsPeriod, string tradingHoursName, bool? isResetOnNewTradingDay)
    AddDataSeries(string instrumentName, BarsPeriod barsPeriod, int barsToLoad, string tradingHoursName, bool? isResetOnNewTradingDay)
    AddDataSeries(string instrumentName) //only for R15 and higher
    In other words, given that tick replay is going to be forced, do I need to specify tick data explicitly in my AddDataSeries method? If I used something different, like AddDataSeries("AAPL",BarsPeriodType.Minute,1) would it still force tick replay? Which method and parameters would you use?

    #2
    Hello swcooke,

    I believe what this note is referring to is that there is no way in code to specify a series to not be included in TickReplay. That would mean that any of the overloads can be used, if you enable tick replay it will use force all of the series into that processing mode. There is nothing you need to change about the way you add the series.


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      A follow up question about the comment next to this method example:
      Code:
      AddDataSeries(string instrumentName) //only for R15 and higher
      What is R15? Is that a release number? If so, are we far enough passed the R15 release to assume that most users would be above that or should I be concerned about using the method this way?

      Comment


        #4
        Hello swcooke,

        That is a release, I suppose that could be a little more specific. I believe this was release 8.0.15 this note is referring to.

        12882 Added NinjaScript Added overload for NinjaScript: AddDataSeries(string instrumentName), allowing same Bars Period with a different instrument
        Most users should be past that release at this point, I wouldn't believe this should be a concern any longer.

        I look forward to being of further assistance.
        JesseNinjaTrader Customer Service

        Comment

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