Tick and Bar Callbacks in Minute-Based Trading Systems

Summary

This short forum exchange distinguishes callbacks triggered by incoming tick data from callbacks that run when a bar has been completed. It says the ordinary bar callback runs when a tick marks a new minute, while window-bar callbacks run when the aggregated K-line window is finalized. This distinction helps explain when a strategy can process intraminute updates versus a completed aggregated bar.

The page provides only a brief conclusion and a thank-you reply. It does not define the callback API, describe how ticks are aggregated, or provide code or examples to clarify edge cases such as late data or multiple bars. Treat it as a compact timing note rather than a complete guide to event-driven strategy implementation.

Key ideas

• A new-minute tick is described as the trigger for the standard bar callback.
• Window-bar callbacks are described as running when the aggregated bar is complete.
• The distinction affects when a strategy receives updates for raw ticks and completed bars.
• The forum post gives no implementation details or examples for edge cases.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.