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Best way to get immediate Price in a non-OnBarUpdate thread

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    Best way to get immediate Price in a non-OnBarUpdate thread

    a thread such as OnOrderUpdate

    what is the best way to know the immediate Price

    because, if the Bar is a minute bar, Close[0] is the last bar close, not the immediate Last Price...

    what I am doing now is using OnMarketData and saving the Last Price

    ???

    #2
    Hello,

    Thank you for your post.

    If you want the latest Last price update from the real-time data stream, the best way to obtain that would be through OnMarketData().

    Please let us know if you have any further questions.

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