The INFRONT.GETSELECTION function allows to retrieve intraday tick-by-tick data for an instrument
Function syntax
INFRONT.GETTICKDATA( <instrument identifier>, <datetime start>, <datetime end>, <options>)
Parameters
Instrument identifier
Datetime start
The start date and time from the period for which you want the intraday data.
Format should be <year>-<month>-<day>T<hour>:<minutes>:<seconds> eg 2023-02-01T09:00:00
Datetime end
The start date and time from the period for which you want the intraday data.
Format should be <year>-<month>-<day>T<hour>:<minutes>:<seconds> eg 2023-02-01T09:00:00
Options
The options are supposed to be provided as JSON, however it seems you can only provide parameters as string from Excel and parse it as JSON. That means the quotes inside the JSON string have to be double quoted for valid JSON.
Example
=INFRONT.GETTICKDATA("DTR0CK.ETR", "2022-11-21T12:00:00", "2022-11-21T13:00:00", "{""intradayType"":""BID""}")
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Optional parameter |
Description |
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sorting |
Sorting of the tick prices. Default is ASC (oldest prices first). Possible values
Example
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convertTo |
ISO currency code which indicates to which currency the value should be converted. Example
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tickAggregation |
The number of ticks to aggregate. Default is 0. Possible values: 0, 5, 10, 20, 50, 100 Example
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intradayType |
Decide what price type you want to show. Possible values
Example
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