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 ?