AFAIK the only way to get more than O-H-L-C prices is to have your indicator open on a chart, and get them as they come in (tick data). You also get Bid & Ask price with the tick data. This data is 'now', and once you get another tick, the last Bid & Ask has gone forever ... unless YOU have saved them somehow.
When indicators calculate values for bars 'older than current', those O-H-L-C are the only prices that they have.
NB you can get the O-H-L-C for say 1-minute bars*, even though you have say a Daily chart in view
*You need to make sure that you have downloaded the 1-minute data to be able to read it - it won't just magically appear! (check elsewhere for maybe 'accurate history')
brewmanz:
*You need to make sure that you have downloaded the 1-minute data to be able to read it - it won't just magically appear! (check elsewhere for maybe 'accurate history')

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I am using metatrader mql4 now.
According to my knowledge, I know that every new coming value will trigger the start function .
How can I get the new incoming price of the current chart?
Since there are many values in a bar, how can I get every value in a bar? Not only the Open,Close,High,Low values.
Can anyone with kindness help me?