Cross-Timeframe / Cross-Chart-Type Data Access in Custom Indicators

Hi,

I'd like to request a native API for accessing candle data from a secondary timeframe or chart type within a custom indicator - similar to NinjaTrader's AddDataSeries() or TradingView's request.security().

Use case: An indicator running on a non-time-based chart (e.g. RangeUS, Renko, Range) needs to read the full candle structure - e.g. Open, High, Low, Close, Wicks, Volume, Delta - of a configurable time-based chart (e.g. M1, M5, M15, H1, ...) for the same instrument, both historically and in real time.

Historical access is essential: meaningful analysis such as deriving support/resistance zones, identifying swing highs/lows, or evaluating wick structures requires iterating over a series of past candles from the reference chart - not just the current one. Real-time access alone would make this use case impossible.

Manual aggregation from non-time-based bars is not a viable workaround: a single range bar can span multiple time-based periods, or end partway through one - making it structurally impossible to derive correct Open and Close prices, let alone accurate wick data, from the host chart alone.

The current SDK (docs.atas.net) has no mechanism for this - GetCandle() only accesses the host chart, and there is no AddDataSeries() or equivalent.

A minimal API could look like:

// Subscribe to any secondary series in OnInitialize:
var refSeries = SubscribeToSeries(ChartType.TimeFrame, timeFrame: 5);

// Access current and historical candles:
var currentCandle = refSeries.GetCandle(refSeries.CurrentBar - 1);
var previousCandle = refSeries.GetCandle(refSeries.CurrentBar - 2);
// → .Open, .High, .Low, .Close, .Volume, .Delta, ...

// Or iterate over history to find key levels:
for (int i = 0; i < refSeries.CurrentBar; i++)
{
    var candle = refSeries.GetCandle(i);
    // analyse swing highs, lows, wicks, zones...
}

The secondary timeframe should ideally be a configurable parameter so that users can choose their reference chart freely (M1, M5, M15, H1, etc.).

This would unlock a whole class of professional cross-timeframe and cross-chart-type indicators. Thank you!