I have an issue of having different bars loaded when using multiple time frames.
When using 1 min bar only, the loaded bar when starting a strategy can be well beyond 10,000.
When adding 1 min bar as secondary to 1 sec (primary), both of same instrument, the max loaded bar for 1 min series is 4067, a magic number.
Under option tab, the setting for min bar series to load is 30 days of historical data, which should have allow more than 40,000 bars to be loaded.
I am using Interactive Brokers and it has restriction on max bars to be retried through API. However, these restrictions should give same number of bars for the same time frame of the same instrument, regardless of other data series in the strategy. At least that is my assumption.
Any suggestions as to what is going on?
Regards,
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