I have some code where I want to use 1 tick historical data but when I get to real-time data, I don't need it.
So - in the initialize section, I do the following:
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Last);
Now, at some point, I'd like to kill the feed. It's obviously slowing things down for me.
So - can I "Remove" the instrument?
Cheers
Pete
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