Bar Type Scripts

Bar type scripts are used for building custom bar types that can be used interchangeably with native bar types throughout the platform. The custom data bars that are built by the script can either be based on tick, minute or daily bars depending on the underlying bar source. Note that when a bar type script is used by multiple symbols a single script instance is initialized for each one.

Setup

A Bar Type script can be set up anywhere a native bar type is used, including on charts, watchlists and in strategies.

Functions

Name	Description
OnInitialize(double)	This function is called when a new bar type instance is created.
OnTick(long, double, long, C_TickType)	This function is called on each new tick of the underlying symbol (see the BarBuilder functions).
OnDataBar(bool, long, long, double, double, double, double, double, double)	This function is called on each new OHLCV+OI bar of the underlying symbol (see the BarBuilder functions).
OnSessionClose()	This function is called when a trading session for the underlying symbol is closed.

Function Details

OnInitialize(double barSize)

This function is called when a new bar type instance is created.

Parameters

Type	Identifier	Description
double	barSize	The bar size of the new bar type being built

OnTick(long tickDateTime, double price, long size, C_TickType tickType)

This function is called on each new tick of the underlying symbol (see the BarBuilder functions).

Parameters

Type	Identifier	Description
long	tickDateTime	The tick date/time
double	price	The tick price
long	size	The tick size
C_TickType	tickType	The tick type (Bid, Ask, Last Trade, Not Last Trade) (View Options)

OnDataBar(bool isMissing, long startDateTime, long endDateTime, double open, double high, double low, double close, double volume, double openInterest)

This function is called on each new OHLCV+OI bar of the underlying symbol (see the BarBuilder functions).

Parameters

Type	Identifier	Description
bool	isMissing	Indicates whether the data bar is missing (true) or not (false)
long	startDateTime	The data bar start date/time
long	endDateTime	The data bar end date/time
double	open	The data bar open
double	high	The data bar high
double	low	The data bar low
double	close	The data bar close
double	volume	The data bar volume
double	openInterest	The data bar open interest

OnSessionClose()

This function is called when a trading session for the underlying symbol is closed.