I am developing a multi-instrument strategy, running once per day, after the markets closed, using end-of-day data.
It is now 7:45pm Pacific Time on October 2nd, so the markets are closed for several hours. The last time I see an OnBarUpdate() is either September 30, or October 1st, depending on two issues:
(1) Looking at my historical data, I see that I still did not receive end of day data for October 2nd through Kinetick. When does Kinetick provide the data? Is there any way to speed that up?
(2) Somehow CalculateOnBarClose plays into this. If I set it to true, the last OnBarUpdate I see is September 30. If I set it to false, the last OnBarUpdate I see is October 1st. Why? Is this somehow related to session templates? What do I need to do to fix this?
Thank you,
best regards, Felix

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