Suppose I have a single time frame, single instrument strategy. Say the bars are 30 minutes. As I understand, at each new bar (so, every 30 minutes), OnBarUpdate is invoked, and my strategy runs the bulk of the algorithm.
I want to run something in the strategy between each OnBarUpdate between bars. Instead of OnBarUpdate => Downtime => OnBarUpdate => Downtime, I want to do OnBarUpdate => OtherProcessing => OnBarUpdate => OtherProcessing, etc.
It would be nice if there was a NotOnBarUpdate, or some method that is automatically invoked when OnBarUpdate is not going to be invoked.
Does this make sense? Poking around in the documentation has methods for multiple time frames. I could do something like this, but it feels like more of a hack. Moreover, I would prefer to run the in-between processing asynchronously, and not necessarily on a period faster than my Input bars.
Thanks!

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