I would like to perform some operations on the equity market open.
What I have now in my OnBarUpdate function is:
if (Bars.FirstBarOfSession && FirstTickOfBar)
The FirstTickOfBar is there so that these operations are not repeated over and over during the first minute of trading but instead, just performed once.
This should work fine if the strategy is enabled when the market opens. However, my concern is that if I enable these strategies after the market opens then the opening bars will be treated as historical OHLC bars (as in the case of backtesting) rather than on a tick by tick basis (and therefore the FirstTickOfBar will not return true). Is this indeed the case?
Thanks in advance!

Comment