Support Board
Date/Time: Tue, 07 Apr 2026 22:31:21 +0000
Post From: Hisrotical Time and Sales for custom study
| [2026-04-07 15:01:20] |
| User546377 - Posts: 5 |
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Helo, I want to build a relatively simple indicator similar to Power Trades on Qunatower or Sweeps on Bookmap. It detects when X bid or ask volume traded within Y time. For this I need historical time and sales records. sc.ReadIntradayFileRecordForBarIndexAndSubIndex is perfect for it but sierra states "It should be used only on the current day as needed." So I want to know if it is possible to load 3-6 month of tick data using sc.ReadIntradayFileRecordForBarIndexAndSubIndex(), or if there are other ways to get up to 6 month of Time and Sales records per bar.
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