- ago
If I call GetHistory() to get an external daily symbol from within an intraday strategy, would the return symbol, (SPY in the code below) be in intraday or daily scale?

CODE:
BarHistory spy = GetHistory(Bars, "SPY", "indexes");


Original symbol SPY is in daily scale.
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- ago
#1
The symbol is returned in strategy's native scale. Are you perhaps looking for this?
https://www.wealth-lab.com/Support/ApiReference/TimeSeriesCompressor
https://www.wealth-lab.com/Support/ApiReference/TimeSeriesSynchronizer
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- ago
#2
Thanks Eugene. So if the symbol does not has the right time scale, it will download it?
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- ago
#3
Wealth-Lab 7 will try to download such symbol's data from Historical providers that you've enabled using a top down approach.
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