I want to load additional data according to the master data's period type. Say, the master data is SPY daily, so I want to load VIX daily too. If master day is SPY 60 min, I want to load VIX 60 min too. So idealy, in Initialize() function, I can call:
Add( additionalSymbol, this.BarsPeriod.Id, this.BarsPeriod.Value ) ;
But unfortunately, according to your help file, the BarsPeriod property cannot be access in Initialize function. And I did try to call it and indeed it failed to work.
So in order to load additional data I have to add 2 other parameters to ask for period type (day or minute data) and period value (1 day or 2 days, 1 min or 60 min).
My question is: Is there any easy way I can know the master data's period type in Initialize function?
Thanks.
Comment