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historical tick data

Posted By jrathgeber 3 Years Ago
Posted Thursday March 10 2016
I have a question regarding importing tick data to RightEdge.

With reference these points from the documentation  :
- Implement this to create a historical data provider plugin service (implement IService as well).
ITickDataRetrieval - Implement this to create a real-time data provider plugin service (implement IService as well).

Which interface do I use to create an historical tick provider ? I have bar data and tick data in a database. I wrote an historical bar data provider in C# by implementing IBarDataRetrieval and it works just fine. However, as I have ticks in the database as well I would like to use those and get the benefits of back-testing off the ticks. I am not using any real time data at this stage so I have no need for a real time interface. ITickDataRetrieval seems real time in nature while IBarDataRetrieval seems to only support bars albeit of differing frequencies. Which interface would be best suited to my purpose ?


Posted Sunday March 13 2016
Answered here:


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