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I want to obtain the type of chart and the period of the chart in the initialize() method.
for example PeriodType.Minute and a period of 1
I can get the Instrument name, but uncertain of to get the others. Any ideas?
I do not think there are any documented ways to do this.
My ultimate goal is to make use of the Add() method using the current chart's details and you can only use the Add() method in the initialize() method.
Can you help answer these questions from other members on NexusFi?
I have been experimenting with adding in the Bid and Ask data series to Delta type indicators.
Doing so provides history data when you refreash - meaning Delta type indicators still have Bid Ask data to calculate with and this is all done without needing an external file to hold the Bid Ask data as is the case with GEOM and others.
I was thinking to keep the Bid Ask data series it in the same Chart Type (Minute, Range, Volume, etc) and same Period to keep coding easier... but since it's proving difficult to get the current charts values gona forgo that.
I then tried settings of Tick and 1, but it I have noticed that refreshes are not providing the same Bid Ask data as OnMarketData does. Something about "non-last-qualifying trade"....
True that, I'm not even concerned about being synchronized, just magnitude, and as you pointed out these are not too useful. One would think that you could align the magnitude of the values returned say from Bid with the manually recorded value from onmarketdata in realtime/playback for a given period of time/volume/tick. But they simply do not. I was told it was due to non-last-qualifying trades. Google that one, it will make you question datafeeds in general. But back to this point, it does not make sense that my datafeed coming in is "correct" and the data that is captured historically (I assume that's what the dataseries does) is different. Yea there may be some architectural reason, but fundamentally that historical data (if that what it was designed to be) is wrong. Sure would be convenient if these worked as I portray they should - but most likely they are working as designed for reasons I don't fully understand.
I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like.
