GetTickAggregationRequest (Instrument instrument, DataType dataType, int ticCount)

method

Create request to Tick history type. Data can be aggregated for specified number of ticks.

Syntax

public static HistoricalDataRequest GetTickAggregationRequest (Instrument instrument,DataType dataType,int ticCount)

Parameters

instrument — Instrument

Instrument for request.

dataType — DataType

Type of data source.

ticCount — int

Number of ticks to return.

Return

HistoricalDataRequest Number of ticks for aggregation.

Example


using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;

namespace GetTickAggregationRequestExamples
{
     public class GetTickAggregationRequestExamples : NETStrategy
     {
         public override void OnQuote()
         {
             Instrument inst = Instruments.Current;
             HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetTickAggregationRequest(inst, DataType.Ask, 5));
         }
     }
}

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