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  • #ticks

    Besides the OHLCV info, is it possible to get the values of #ticks within a given bar? Thanks.

  • #2
    Hello clearpicks,

    We don't have a series like the OHLC series that will give you the historical tick count. However, for some futures, forex and indicies the volume() series reflects the tick count rather than actual volume. If you're trying to get this number for other symbols, you can calculate the number, but you'll have to use the close(inv( "1T" )) series and loop through the historical data on the 1T interval to calculate the number. You would need to check the time stamps of each trade and compare it to the time stamp of your chart interval. There's a code snippet in this thread that you might find helpful. Also, keep in mind that this will only give you counts up to 10 days as that is the current maximum for historical tick data.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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