Create request to Tick history type. Data can be aggregated for specified number of ticks.



SYNTAX

public static HistoricalDataRequest GetTickAggregationRequest (Instrument instrument,DataType dataType,int ticCount)




PARAMETERS


instrument — Instrument


Instrument for request.


dataType — DataType


Type of data source.


ticCount — int


Number of ticks to return.




RETURN


    HistoricalDataRequest Number of ticks for aggregation.





EXAMPLE

using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;

namespace GetTickAggregationRequestExamples
{
     public class GetTickAggregationRequestExamples : NETStrategy
     {
         public override void OnQuote()
         {
             Instrument inst = Instruments.Current;
             HistoricalData Hist = GetHistoricalData(HistoricalDataRequest.GetTickAggregationRequest(inst, DataType.Ask, 5));
         }
     }
}