I am trying to determine the daily variation of and instrument while in onMarketData , is that possible ?
I tried to use MarketDataType.LastClose to calculate it but it only gives the underlying instrument, I have more instruments added.
Basically onStateChange in Configure State I am adding DataSeries to receive onMarketData and I want to calculate their daily change like "this stock is 2% and this other one is 1.5%"
Best,
Cyrus
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