How to get aggregate tick data?

[JoshS]

I've seen some studies use minute data instead of ticks -- how do you do this for a study? looking for a quick code reference/example to follow!
please and thankyou

 

[JoshS]

List<Tick> getTicks(long startTime, long endTime, boolean rth, boolean useHistoricalBars)

I guess useHistoricalBars has it do minute data... sound right?

 

[igor.s]

From my experience, when Use historical bars is checked, the real-time data remains tick based. Let me give you an example: say you use tick based bars such as Tick, Constant Volume, Renko and etc. and you have Use Historical Bars checked. When the chart is loading the real time data ticks are used to build the new Bars going forward, all the bars before that moment will use the minute data.

cheers.

 

[JoshS]

Thanks!

in that world -- I wonder how do you get the bid/ask volume in the tick data. I guess I'll have to go in. ideally it gives you two ticks per bar, one with bid and the other with ask. since each tick can only have one volume parameter.

 

[quantlabsnet]

I have found DTN IqFeed fine for tick data depending on your asset class.