I assume when the OnMarketData event happens NT runs through every event that is in the cache file.
So if there are 10 trades you get 10 lines of data to run through.
If I want to store the duration between events, how can find the first event and store the new tick time?
protected override void OnMarketData(MarketDataEventArgs e) { // on first event do oldtime = now; now = DateTime.Now.Ticks;
Tinkerz
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