Let's suppose you Add a new Bar Object to the main instrument, in this example I'm gonna Add the Ask-data through this statement under Initialize () method:
Add(Instrument.FullName, PeriodType.Tick, 150, MarketDataType.Ask);
if (BarsInProgress == 0
{
// It was main instrument, do your logic
}
else
{
// It was the Ask-data series, do your logic
}
1. A Close[0] would be the last ask price t?
2. A Volume[0] would be the last ask volume ?
3. GetCurrentAsk[0] would be the same as Close[0], right ?
Thanks

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