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OnBarUpdate from different datafeeds

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    OnBarUpdate from different datafeeds

    Hi guys, I'm new to this forum, so please disregard my newbieness

    My question: Suppose I have a primary and a secondary data feed connection, and a tick arrives on the secondary connection that never arrives on the primary. Does it still trigger the OnBarUpdate method?
    It feels intuitive that it should, but still...

    Thanks!

    Sergio

    #2
    There is no "mixing of ticks". If your are subscribed with your instrument to your primary connection, then you will get all realtime ticks from there. If your are subscribed with your instrument to your secondary connection (since e.g. the primary does not support this instrument type), then you will get all realtime ticks from there.

    There never will be scenario where you get one ticks from primary, next tick from secondary and next tick again from primary.

    Comment


      #3
      Ahh, I see. Thanks

      Comment

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