I know for sure that after a OnMarketData event always will come a OnBarUpdate event. My question is: Can I be sure that after an execution of OnMarketData there will be no other OnMarketData before the execution of the OnBarUpdate corresponding to the first OnMarketData execution?
I need to be sure of this because I use in OnBarUpdate variables which are updated in OnMarketData, so I don´t want that the second execution overrides the values in the variables before OnBarUpdate executes.
Thanks in advance
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