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PostPosted: Thu Jun 21, 2012 7:11 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
Hi,

We've come around the following situation. Before the day begins we download historical bars for our strategy (several recent days). Now the day begins and we would like to combine the downloaded bars with the real-time bars accumulated during this day. Is there a standard way to do that in SQ?

Today we just get the historical bars in BarSeries and then add the real-time bars when they arrive in OnBar. So hence again 2 questions:

1. is there another, more elegant way to merge the real-time bars with historical ones?
2. if we start the strategy in the middle of day, naturally we don't have missing bars since the morning. Do you keep them somewhere so we can merge them with the historical bars?

Thanks,
Ed


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PostPosted: Sun Aug 26, 2012 12:10 pm 
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Joined: Mon Feb 21, 2011 10:46 am
Posts: 48
You can use the data capture tool, in data-import-real time-select your broker. So you can record the real-time data without having to start the strategy. That's what I do.


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PostPosted: Sun Aug 26, 2012 3:02 pm 
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Thanks


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PostPosted: Sun Aug 26, 2012 3:03 pm 
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Thanks


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