Hello,
I'm attempting to better understand the ordering of events inside OnBarUpdate. I understand this is all event driven and triggered by each incoming tick. A few questions:
Assuming a chart with SPY 1min (Primary), and then I Add(QQQ, 1min) Secondary, both very active issues.
1) If COBC=true, will SPY (BarsInProgress == 0) ALWAYS be the first of the two series to call the OnBarUpdate routine when a new bar is closed/finalized? Or will it be random depending on which of the two series delivers the "closing" tick first?
2) Again with COBC=true...
if (BarsInProgress == 0) {
myCalc = Closes[0][0] + Closes[1][0];
}
...will the timestamp associated with the Secondary series (Closes[1][0]), be the same as the Primary at this point in time (inside BarsInProgress == 0), or do I have to wait until the next tick even where BarsInProgress == 1 before the timestamp will be updated?
In other words, suppose it's the finalizing of the 9:50am SPY 1min bar that triggers the OnBarUpdate. Closes[0][0] will be the closing price of SPY at 9:50am. Will Closes[1][0] be the closing price for 9:50am also, or will it still be the 9:49am price and I will not have access to 9:50 until the Secondary makes a call to OnBarUpdate?
3) Now with COBC=false...
if (BarsInProgress == 0) {
myCalc = Closes[0][0] + Closes[1][0];
}
...same question, will Closes[1][0] have access to the most recent tick of the Secondary while being called inside (BarsInProgress == 0), or does the most recent Secondary series tick "not exist" until it makes it's way through the OnBarUpdate routine?
I'm attempting to better understand the ordering of events inside OnBarUpdate. I understand this is all event driven and triggered by each incoming tick. A few questions:
Assuming a chart with SPY 1min (Primary), and then I Add(QQQ, 1min) Secondary, both very active issues.
1) If COBC=true, will SPY (BarsInProgress == 0) ALWAYS be the first of the two series to call the OnBarUpdate routine when a new bar is closed/finalized? Or will it be random depending on which of the two series delivers the "closing" tick first?
2) Again with COBC=true...
if (BarsInProgress == 0) {
myCalc = Closes[0][0] + Closes[1][0];
}
...will the timestamp associated with the Secondary series (Closes[1][0]), be the same as the Primary at this point in time (inside BarsInProgress == 0), or do I have to wait until the next tick even where BarsInProgress == 1 before the timestamp will be updated?
In other words, suppose it's the finalizing of the 9:50am SPY 1min bar that triggers the OnBarUpdate. Closes[0][0] will be the closing price of SPY at 9:50am. Will Closes[1][0] be the closing price for 9:50am also, or will it still be the 9:49am price and I will not have access to 9:50 until the Secondary makes a call to OnBarUpdate?
3) Now with COBC=false...
if (BarsInProgress == 0) {
myCalc = Closes[0][0] + Closes[1][0];
}
...same question, will Closes[1][0] have access to the most recent tick of the Secondary while being called inside (BarsInProgress == 0), or does the most recent Secondary series tick "not exist" until it makes it's way through the OnBarUpdate routine?
).. (sorry my days in Logic Class from 20 years ago causing flashbacks...)...
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