|October 10th, 2012, 05:18 PM||#1 (permalink)|
Futures Experience: Beginner
Favorite Futures: Stocks
Posts: 15 since Mar 2012
Thanks: 3 given, 2 received
I have a multi-timeframe indicator which is loading 1Tick series and 60Min series for the default instrument.
Apparently, the OnMarketData event is being called 3 times, once per each time series loaded.
BarsInProgress is being reported 0 for each of the calls.
This behaviour is different within a strategy, where this event is being called once.
Is there a way to find out which time series is in charge for the OnMarketData call withing the indicator ?