I have an indicator that does this:
Add(PeriodType.Tick,1);
And then later does this:
Bars.Session.GetNextBeginEnd(DateTime.Now, out sessionBegin, out sessionEnd);
DebugMessages("TD Ameritrade Bars " + Instrument + " Start " + sessionBegin + " Bars " + Closes[1].Count);
If I connect to TDAmeritrade and look at a Futures contract, this works fine. Trouble is, I am doing this for a customer that wants to look at equities and for equities, this always returns:
4/22/2015 1:44:22 PM|1|4|TD Ameritrade Bars EBAY Default Start 4/22/2015 9:30:00 AM Bars 0
So it's as if the new data series always has zero bars for equities but works just fine for futures with TD Ameritrade connections. I tested Kinetick & it's fine for futures & equities.
Any ideas why that may be?
Thanks
Pete
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