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Frequency that Trading System is Executed in Live Mode

Posted By ywlee 3 Years Ago
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Posted Saturday May 17 2014
Hi

Just wondering if my live trading system depends on minute bars to enter a buy order, how does the trading system interact with minute bar data in RE in a live environment to ensure that the order is triggered once the minute bar data condition is fulfilled.

Thanks

Posted Sunday May 18 2014
Live data comes in as ticks. RightEdge will build bars out of the ticks, and will raise a NewBar event when it gets the first tick with a timestamp on or after the bar end time.

Does that answer your question?

Thanks,
Daniel


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