I've got a problem with the execution order of the event queue. I've developed a volume profile indicator which works on tick base (with tick replay). To determine if the bar has finished, I have to use the OnMarketData and the OnBarUpdate event.
In a second indicator I'm using the volume profile indicator as data source. Unfortunately, the OnBarUpdate event handler of the main indicator is raised before the event handler of the referenced volume profile indicator. Therefor I get empty data for that actual bar.
Is there a way to control the order of execution?
BR
Jan
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