Multi-Timeframe Data Access in Custom Indicators

Hello ATAS Support / Developer Team,

I am developing custom C# indicators for ATAS X and need a clear technical answer regarding Multi-Timeframe data access inside a custom indicator.

Goal

I want to build one custom indicator / module system that can access finished candle data from multiple timeframes at the same time, independent of the chart timeframe.

Example:

  • Chart is set to 5 minutes

  • The custom indicator needs finished candles for:

    • 15 seconds

    • 30 seconds

    • 1 minute

    • 2 minutes

    • 5 minutes

    • 10 minutes

    • 15 minutes

    • 30 minutes

    • 1 hour

    • 4 hours

    • 1 day

The required candle fields are:

  • Open

  • High

  • Low

  • Close

  • Volume

  • Delta

  • Ticks

  • Time

  • LastTime

The important requirement is: I do not want to manually aggregate ticks or lower-timeframe candles if ATAS already provides a native API for this.

Question 1: Is there an official Multi-Timeframe API for custom indicators?

Is there a supported public API equivalent to NinjaTrader's AddDataSeries()?

For example, something like:

AddDataSeries(...) GetCandle(timeframe, bar) GetCandles(timeframe) GetHistoryData(...) RequestCandlesAsync(...) 

If yes, please provide the exact class names, method names, namespaces, and a minimal working example.

Question 2: Can a custom indicator request candles from a different timeframe than the chart timeframe?

Example:

The chart is set to 5 minutes.

Can the indicator request 15-second or 1-minute candles directly from ATAS?

If yes:

  • Which API must be used?

  • Does it work for smaller timeframes than the current chart?

  • Does it work for larger timeframes than the current chart?

  • Are the returned candles updated live?

  • Are historical candles also available?

Question 3: Are these internal APIs supported for custom indicators?

During inspection of the installed ATAS assemblies, I found internal/platform types such as:

OFT.Platform.CandleCreators.SecondsCandleCreator OFT.Platform.CandleCreators.TimeFrameCandleCreator ATAS.Indicators.CandlePartSeries ATAS.Indicators.ICandleCreator OFT.Core.Candles.ICandleProvider OFT.Core.Candles.OuterCandlesRequest OFT.Core.DataProvider.Requests.CandleTypes 

I tested the following approach:

SecondsCandleCreator(...) TimeFrameCandleCreator(...) new CandlePartSeries(candleCreator, DataSeriesType.Bars) DataProvider.CandlesDataSeries.Add(series) 

The creator and series can be created, and adding the series does not crash, but the series remains empty (Count = 0).

Is this approach supported for custom indicators, or is CandlePartSeries not intended to load additional independent timeframes?

Question 4: TryGetCandleProvider

I also found this method:

TryGetCandleProvider( OFT.Platform.Models.Instrument instrument, OFT.Controls.Chart.TimeFrameSelector.TimeFrameParameters parameters, ref OFT.Core.Candles.ICandleProvider candleProvider ) 

In my tests, the method could be found and called, but it always returned false and the provider stayed null.

Is TryGetCandleProvider intended to be used by custom indicators?

If yes:

  • Which object should it be called on?

  • Which Instrument instance should be used?

  • How should TimeFrameParameters be created or obtained?

  • Is there a minimal working example?

Question 5: HistoryDataRequest / GetHistoryDataRequests

Some online/generated examples mention APIs such as:

GetHistoryDataRequests() HistoryDataRequest GetHistoryData(requestId) HistoryDataContainer GetIndexByTime(...) SecurityIdentifier RequestInfo.SecurityId PeriodTypes 

However, these names do not appear in my local ATAS X API metadata dump.

Are these APIs part of ATAS X custom indicators, or are they outdated / not available?

Question 6: Official recommended architecture

If a single custom indicator cannot directly request multiple timeframes, what is the officially recommended ATAS architecture?

For example:

  1. Run several charts/tabs with different timeframes and one sender indicator per chart?

  2. Use the built-in External Chart indicator?

  3. Use a strategy instead of an indicator?

  4. Use an official market data service from DataProvider?

  5. Use only GetCandle(bar) and manually aggregate?

Please clarify the supported and recommended way.

Summary

I need a definitive answer:

Can an ATAS X custom indicator access multiple finished candle timeframes directly and natively, independent of the chart timeframe?

If yes, please provide the exact API and a minimal working C# example.

If no, please confirm that the supported custom-indicator API only exposes candles from the current chart timeframe via GetCandle(bar).

Thank you.

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Upvoters
Status

In review

Board

💡 Feature Request

Date

About 23 hours ago

Author

Stephan

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