Initialize():
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Last); //idx 1
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid); //idx 2
Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask); //idx 3
OnStartUp() or OnBarUpdate():
Print("Closes[1].Count: "+Closes[1].Count+" Closes[2].Count: "+Closes[2].Count+" Closes[3].Count: "+Closes[3].Count);
reports:
Closes[1].Count: 331443 Closes[2].Count: 625472 Closes[3].Count: 610226
What am I missing?
Comment