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OnBarUpdate sequence?

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    OnBarUpdate sequence?

    Hi,

    I know that if i have multiinstrument strategy i have to use BarInProgress. Question: if i have 15 instruments, all 1 minute, is there any sequence OnBarUpdate event will be triggered? How "compete" will work if on bar update (actually tick) event would be triggered, and will all of them will have OnBarUpdate?

    --PNF

    #2
    Hi PNF, thanks for your question. When a tick has the same time stamps between two series the primary series is always called first, then the secondary, then the third and so on. See "Shared Timestamps"

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      #3
      Thank you.

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