I'm interested in determining if all the instruments that I added via Initialize() are trading and not outside the instrument specific exchange trading hours.
For instance, the ES and TF trade on different exchanges and trading hours, so when you add the TF as a secondary series to a chart, gaps appear on the TF when it's not trading and similar gas appear on the ES when it's not trading.
So at the indicator level, when I add the TF via Initialize(), I want to test if both instruments are trading.
Is there a special NT keyword that would identify the state of each instrument or is the only way to do this by looking at Times[0] and Times[1]?
Thanks
Aventeren
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