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MarketData

Summary

Provide access to charts data (bars and ticks) and to the Depth of Market data.

Signature

1
public abstract interface MarketData

Namespace

cAlgo.API.Internals

Methods

Name Description
GetBars Gets the chart bars for the specific timeframe for the specific symbol.
GetBarsAsync The asynchronous method to get the specific bars for the specific timeframe for the specific symbol.
GetTicks Gets the Tick data for the specific symbol.
GetTicksAsync The asynchronous method to get tick data for the specific symbol.
GetMarketDepth Gets the Depth of Market for the specific symbol.
GetSeries
GetSymbol

Examples

1
 MarketDepth md = MarketData.GetMarketDepth(Symbol);
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 using cAlgo.API;
 using cAlgo.API.Internals;
 namespace cAlgo
 {
     // This sample indicator shows how to get a symbol and time frame market data
     [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MarketDataSample : Indicator
     {
         private Bars _bars;
         private Ticks _ticks;
         private MarketDepth _marketDepth;
         [Parameter("Use Current Symbol", DefaultValue = true)]
         public bool UseCurrentSymbol { get; set; }
         [Parameter("Other Symbol Name", DefaultValue = "GBPUSD")]
         public string OtherSymbolName { get; set; }
         [Parameter("Use Current TimeFrame", DefaultValue = true)]
         public bool UseCurrentTimeFrame { get; set; }
         [Parameter("Other TimeFrame", DefaultValue = "Daily")]
         public TimeFrame OtherTimeFrame { get; set; }
         protected override void Initialize()
         {
             var symbol = UseCurrentSymbol ? Symbol : Symbols.GetSymbol(OtherSymbolName);
             var timeframe = UseCurrentTimeFrame ? TimeFrame : OtherTimeFrame;
             // You can use GetBarsAsync instead of GetBars
             _bars = MarketData.GetBars(timeframe, symbol.Name);
             // You can use GetTicksAsync instead of GetTicks
             _ticks = MarketData.GetTicks(symbol.Name);
             _marketDepth = MarketData.GetMarketDepth(symbol.Name);
         }
         public override void Calculate(int index)
         {
         }
     }
 }

Last update: July 1, 2022

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