How can I make my trading system working on a 5 or 15 minutes time frame interval?

[leolle]

Hi Michael,
Can I ask a question about the heartbeat?
Does the thread stop as the heartbeat interval if there is no new ticks coming in? And the thread resumes back to work if there's new ticks coming in?
How can I make my trading system working on a 5 or 15 minutes time frame interval instead of tick by tick?

Thank you.

Regards,
Wei

[leolle]

nobody answering?

[mitchellsuter]

@leolle: Collect the ticks into some container, and roll them up once you reach your X minute benchmark. You could create a CandleEvent to then send it through the pipe that is processed by the other parts of your system.

[leolle]

@mitchellsuter thank you for you suggestion, but I think the ticks are coming randomly.