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OnMarketData & Begin of session

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    OnMarketData & Begin of session

    Hello,

    Is OnMarketData event executed although the time of the tick is out of the session ?

    For example, if my custom session begins at 10:00 AM and a tick is arrived at 09:50 AM ... is OnMarketData event executed ?

    Thanks

    #2
    Yes, this is the true Level 1 stream you access programmatically, it's not tied to a session template as the OnBarUpdate() for example would be.

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