Tick Data

Version 5 of MotiveWave™ includes support for handling live and historical tick data (if supported by the broker and/or data service). Live and historical ticks are described using the Tick interface (see below). The time of the tick can be accessed via the getTime() method. This returns the number of milliseconds since January 1, 1970 (epoch time).

Figure 42 Tick Interface

Historical ticks can be requested at any time from the Instrument interface using the getTicks(startTime, endTime) method. This will return a list of ticks that occurred on the instrument between the start and end times.

Figure 43 Instrument getTicks()

Live ticks can be processed through the onTick(dataContext, tick) method in the Study class. This method will be called every time a new tick is generated on the instrument.

Figure 44 Study onTick Method