I am using pit session trading to run my indicators but I also need to always download the last Overnight session from my code.
I have done some research and I think that BarsRequest is the best way to achieve that.
Am I right ?
If so sometimes I will need to download historical data as well as real time data if I open my indicator in the middle of the overnight session for example.
Is the bars back download from the BarsRequest constructor only apply to historical data and real time will be updated through my custom OnBarUpdate method as long as there is real time data ?
Need some guidance
Thank you
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