I'm fetching a load of data in the DataLoaded event and processing it, but the Strategy transitions to realtime before I'm done. It only caused an issue when one of my requests had to grab a few hundred thousand bars for one of my timeframes because price hadn't been in that region for months.
I can manually code a semaphore to block the realtime event until I'm done, but Ideally the API should expose a way to wait for the request to complete, and also to cancel an in-progress request.
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