Need Some Pointers in Gathering 5 Min Info from IB's API.

[rca420 10]

Hi all,

 

I'm in the process of coding up my trading platform using IB's API in java. My strategy looks at the previous 10 (5 minutes bar) to determine entry. I just can't figure out a way to aggregate the info from reqRealTimeBars (5 seconds interval) to a 5 minute info. I understand I need to collect 60 instances of RealTimeBars callback which I have absolutely no problem in doing, but the problem is... How the heck should I approach in storing until the 5 minute mark hits and make it into one 5 minute "bar"? Much thanks and I hope i did a good job explaining it.

[Tams 20]

Hi all,

 

I'm in the process of coding up my trading platform using IB's API in java. My strategy looks at the previous 10 (5 minutes bar) to determine entry. I just can't figure out a way to aggregate the info from reqRealTimeBars (5 seconds interval) to a 5 minute info. I understand I need to collect 60 instances of RealTimeBars callback which I have absolutely no problem in doing, but the problem is... How the heck should I approach in storing until the 5 minute mark hits and make it into one 5 minute "bar"? Much thanks and I hope i did a good job explaining it.

 

don't know how to do a basic routine?

you might as well download NinjaTrader (free) and start from there...

[BlowFish 10]

perhaps a 10x4 array 10 for the 10 bars, 4 for the OHLC. AS you get 5 second 'ticks', update OHLC as necessary. After 5 minutes shift all the elements down 1 place (or index the next element).

 

Tams wrote about arrays somewhere (though I think that was for easylanguage) still applicable.

[rca420 10]

@Blowfish: Much thanks for your idea. I've decided to use an ArrayList instead.

 

@Tams: Basic to you perhaps, but your snide comment wasn't necessary.

[BlowFish 10]

Array Arraylist tom ay tow tom ahhh tow.

[Tams 20]

@Blowfish: Much thanks for your idea. I've decided to use an ArrayList instead.

 

@Tams: Basic to you perhaps, but your snide comment wasn't necessary.

 

LOL... it is the reality, not snide.

 

java is not for the faint at heart.

 

if you cannot see the reality, and cannot take a suggestion like a mature adult, why bother asking a question on a public forum? You will waste your time banging your head against the wall until one day you wake up and a light bulb goes off and say to yourself: why didn't I listen to Tams? LOL