Modulus Financial Engineering
Connection.CreateTickTable Method
Use this method to create a tick table. A tick table may have any number of fields of various types, but it is required to have at least a "Last" field. If the "Last" field is not found in the Fields string, an error will be thrown: 1013 (Tick table requires a 'Last' field for price).
The Fields parameter contains a comma delimited list of field strings on one
line, e.g. "double Last, long Volume, bool myBool, string(10) myString"
Return Type
BOOL
Syntax
| CreateTickTable (BSTR Symbol, BSTR Fields) |
Fields Parameter
Tick tables may have any number of custom fields. The supported types are:
double
int
bool
string(length in characters)
String fields must always contain a string length greater than 1 character in brackets. There is no maximum size of a string field, however large string fields will greatly slow performance of RMD Server™, especially in tick tables. Therefore it is recommended to not use string fields unless required, or to limit the size in characters as much as possible.
Compressing Ticks into Bar Tables
When using the CompressTicks
function, RMD Server™ copies over all custom fields to the newly created bar
table.
Field names
Field names may contain any number of characters (4 minimum) however they
may not contain any special characters such as !@#$%^&*_+./';][{}":?><
An incorrectly formatted Field string will result in one or more errors:
1007 Invalid characters found in field string
1008 Expected end parenthesis: ')'
1009 Expected string size in parenthesis: '(size)'
1010 Invalid field name assignment
1011 Field data type must be double
1012 Duplicate field name assignment
1013 Tick table requires a 'Last' field for price
1014 Bar table requires 'Open', 'High', 'Low', and 'Close'
fields
Free Disk Space
The CreateTickTable function will fail if a minimum of 100 MB of free hard drive space is unavailable in at least one of the storage locations specified in the RMDSConfig.ini configuration file.
Remarks
This method requires a ptAdmin or ptSuperAdmin account.
The CreateTickTable method creates tick tables only. To create a bar table, use the CompressTicks method.
There may be only one tick table per symbol. For more information see tick tables.
See Also