If I am running a multi-instrument strategy and I have more data for the primary series (i.e. more bars) than the secondary series and I'm only placing orders on the primary series (for the time being), will orders only begin to be placed once the minimum bars required is met for the secondary series?
The below seems to indicate that that would not be the case, but the case is that the orders are only being placed once the minimum bars required is met for the secondary series (even if it is set to "0"):
"3.In a multi-series script, real-time bar update events for a particular Bars object are only received when that Bars object has satisfied the BarsRequired requirement. To ensure you have satisfied the BarsRequired requirement on all your Bars objects it is recommend you start your OnBarUpdate() method with CurrentBars checks."
Thanks for your help,
Tony
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