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Date/Time: Sat, 18 May 2024 11:36:55 +0000



Post From: GetVolumeAtPriceDataForStudyProfile Index Value During Replay

[2021-03-11 05:54:27]
yellowandy - Posts: 20
Well, even if I use GetStudyProfileInformation I could theoretically get the datetime for the current index (during recaculation) and then search through all the profiles to see which one I'm interested in. But the problem is if those profiles have already been created I'll never be able to get an accurate snapshot of that profile for my current index. So for example if my bars are at the minute granularity and I have fixed profiles aggregated at the day level, I will only be able to get the data for that day profile that has already ended. The only other way to do what I want is to basically create my own data structure to store what I need but then I'm basically recreating volume profiles..... Any other ways around this? Why is it the volume profiles aren't calculated at the same time my custom study is calculated?