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Tick Data Live and Simulation

Posted By ywlee 2 Years Ago
Posted Tuesday June 09 2015

I don't seem to be getting the above working.

a/ I have set Tick Level Simluation = true;
b/ I have set SystemData.CreateTicksFromBars = true;
c/ I'm using 5 minute frequency
d/ I'm using Bars.PartialItem.Close and Bars.PartialItem.Open to get the tick data.

Q1: Not sure what other settings I need to have to get the tick data to work.

Q2: Also in live trading, do I need to set the Tick Level Simulation = true or it does not matter under Live?

Here is what I have :

public override void Startup()
   // Initialize

   SystemParameters param = SystemData.SystemParameters;  
   SystemData.CreateTicksFromBars = true;
public override void NewTick(BarData partialBar, TickData tick)

   base.NewTick(partialBar, tick);
    if (!SystemData.InLeadBars)
      IList<Position> openpositions = SystemData.PositionManager.GetOpenPositions(Symbol);    
      if (openpositions.Count == 0)
      if (Bars.PartialItem.Close > Bars.PartialItem.Open)
                   PositionSettings ps = new PositionSettings();

Posted Tuesday June 09 2015
Tick level simulation means to use ticks in your data store instead of bars for the simulation.  You probably don't have any tick data, or don't have much of it in your data store, so you probably want to turn that off.


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