This BETA feature is available to preview in the Simulation environment. It will be available in the Live trading environment in the near future.
Note The Analytics block is only supported in the Live Simulation environment (https://trade.tt/sim). Although it is visible in ADL when in the UAT (https://uat.trade.tt) environment, it will not function properly due to the lack of live market data. Furthermore, algos created and deployed from the Live Simulation environment will currently not run in the Live environment even though the algos may be visible in TT and TT Desktop.
Also note, that you cannot use more than five Analytics blocks in a single algo.
The Analytics block generates bar data using current and historical data for an instrument. You define the duration of a bar and how many rolling bars of data you want the block to store. As each new bar is added, the oldest bar is dropped. Essentially the Analytics block creates a numeric representation of a standard bar chart, similar to the following.
The Analytics block requires three inputs:
For each interval, or bar, the block ouputs:
At the end of each interval, the block also outputs a discrete event message through its onBarComplete output port to indicate that the next bar's data is available.
Example The Analytics block contains the data for the 10 most recent 1-minute bars for the CME ES Mar19 contract.
You can iterate over the contents of an Analytics block, for example, using a Loop block.
To customize the block, update the Block Properties.
|Name||Name to display beneath the block on the ADL canvas|
|Number of Bars to show/store||Number of bars to track. The block outputs the most-recent number of bars. As a new bar is added the oldest bar is dropped.|
|Expose Bar Outputs||
Output ports to display for each bar period.
Valid values include: