Turin Italy
Posts: 10 since Mar 2021
Thanks Given: 3
Thanks Received: 0
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Hi all,
I need to manage historical ticks data (datetime, price, bid/ask, volume exchanged) with PowerLanguage .NET to create a real VWAP line and its deviations. The programming guide explains carefully the StartCalc and CalcBar function that returns just aggregated data on the bar ranges, so that the calculation of VWAP (and other ticks-based indicators) cannot be properly operated. Possibly, only the current bar could be updated at each tick and the single tick data maybe could be derived somehow. Does anybody know how to get access to historical tick data at the indicator lunch? Thank you.
Federico.
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