I'm trying to understand how the onmarketdata() method is handled towards the end of a volume bar being fulfilled. Say its at 4900 volume complete and the next tick to come in has a volume of 500.
How will the method process in this case? Will the method calculate on the 4900 bar? Or will it calculate on the new bar? Or will it split 100 volume off and calculate the 5000 bar and then calculate again on the new 400 bar?
Thanks.
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