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How to get last updated time of current bar? Expand / Collapse
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Posted 12/2/2010 17:03:01 Post #12624
 

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Hi,

I'm just wondering how do I get the last updated time of the current bar. I noticed there's BarData.PriceDateTime which is marked as deprecated. The documentation seemed to suggest me to use BarData.PriceTime instead. The problem is, it's not enough information for my strategy. I require something like latest tick time.

P.S: I understand, in backtesting, tick time might be equivalent to End of day time. But that's fine. I'm working on anticipating signal portion of my intermediate system which will only be executed on live system.

Thanks,
Felix
Posted 12/7/2010 10:25:02 Post #12638
 

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Felix,
The only way to get lower level information is to either create ticks from bars to simulate the OHLC prices or to get tick data itself. Are you saying that the previous version where PriceDateTime wasn't deprecated was giving you the values you required?

felixtjung (12/2/2010)
Hi,

I'm just wondering how do I get the last updated time of the current bar. I noticed there's BarData.PriceDateTime which is marked as deprecated. The documentation seemed to suggest me to use BarData.PriceTime instead. The problem is, it's not enough information for my strategy. I require something like latest tick time.

P.S: I understand, in backtesting, tick time might be equivalent to End of day time. But that's fine. I'm working on anticipating signal portion of my intermediate system which will only be executed on live system.

Thanks,
Felix
Posted 12/7/2010 14:58:21 Post #12642
 

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No, I'm just saying the PriceDateTime is deprecated and hence, I didn't even bother to try it. But surely there should be a way to get a real-time market/exchange time? Otherwise, How would time based trading strategy will ever work on RightEdge???
Posted 12/7/2010 16:45:56 Post #12643
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
We marked PriceDateTime as obsolete because the name didn't make it clear that it was the time at the start of the bar. BarStartTime is the same thing but not marked obsolete.

SystemData.CurrentTime is the time of the most recent tick received.

Thanks,
Daniel
Posted 12/7/2010 17:05:35 Post #12644
 

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SystemData.CurrentTime property doesn't exists on build 30. I assume it'll be available in the future build. For the mean time, I think i'll need to make workaround until the next release.

Thanks for the info.
Posted 12/7/2010 17:41:01 Post #12645
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
Sorry, the property is actually named SystemData.CurrentDate, and it should be available in the current build.

Thanks,
Daniel
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