Getindex tick
Created at 20 May 2022, 23:13
Getindex tick
20 May 2022, 23:13
Hi,
I am trying to get an index number of a particular tick data to access bid and ask information (based on DateTime of another tick dataset) using the getindexbytime - but this method seems only applicable for MarketData.GetBars and not MarketData.GetTicks correct? If so, is there any workaround to get this? Really appreciate any helps or suggestion on this.
Thanks!
amusleh
23 May 2022, 08:56
Hi,
There is no GetIndexByTime method for Ticks series, because several ticks can occur per second and it's hard to match them against a fixed time, but if you want to you can create your own as an extension method to Ticks:
@amusleh