NinjaScript > Language Reference > Add On > BarsRequest

Definition

Determines the merge policy of the bars request.

Notes:

•This property is ONLY applicable to Futures contracts

•General information regrading merge policies can be found from the Market Data Configuration section

•For an Instruments configured merge policy, please see the MasterInstrument.MergePolicy property

Property Value

Represents the MergePolicy used for the bars request.

Possible values are:

DoNotMerge	No merge policy is applied
MergeBackAdjusted	Merge policy is applied between contracts along with rollover offsets
MergeNonBackAdjusted	Merge policy is applied between contracts without offsets
UseGlobalSettings	Uses the value configured from Tools -> Options -> Market Data
UseDefault	Uses the default values configured for the MasterInstrument

Syntax

MergePolicy

Example


// request the last 365 1 day bars BarsRequest useGlobalRequest = new BarsRequest(Instrument.GetInstrument("ES 09-16"), 365); useGlobalRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 }; // use the merge policy the user has configured as their global setting useGlobalRequest.MergePolicy = MergePolicy.UseGlobalSettings; useGlobalRequest.Request(new Action<BarsRequest, ErrorCode, string>((barsRequest, errorCode, errorMessage) =>{ Print("bars returned=" + barsRequest.Bars.Count); })); // dispose of the bars request if we are done with it useGlobalRequest.Dispose();

// request the last 365 1 day bars
BarsRequest useGlobalRequest = new BarsRequest(Instrument.GetInstrument("ES 09-16"), 365);
useGlobalRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 };

// use the merge policy the user has configured as their global setting
useGlobalRequest.MergePolicy = MergePolicy.UseGlobalSettings;
useGlobalRequest.Request(new Action<BarsRequest, ErrorCode, string>((barsRequest, errorCode, errorMessage) =>{

Print("bars returned=" + barsRequest.Bars.Count);

}));

// dispose of the bars request if we are done with it
useGlobalRequest.Dispose();