I'm using the BarsRequest class to get bar info. In particular I want to know when the BarUpdate callback is resulting from a Bar closing. I see that the callback is firing with every tick - and but I can't see anything obvious to say when a bar has closed. What would be the best method to derive that a bar has just closed?
Also what is the situation with this class and Historical Data? Will BarUpdates come in as a result of historical data being played back? I note it takes "FromDate" and "ToDate" params - so I'm not sure how this class will work with Historical data.
I am presently using both BarRequest and MarketData updates in my addon - as I need bar updates and realtime price updates - but I'm wondering if there is any merit to using both, or if BarsRequest will suffice. I'm only using Bid and Ask from the MarketData Updates.
Final question, what does this property represent in the BarSeries class: EstimatedFutureBarTimeDiff
thank you!
Kevin.
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