I'm trying to implement an indictor that looks for price fluctuation within the last 15 seconds before each 5minute bar closes.
In order to implement I need time[0] to return me seconds information for each incoming tick (on OnBarUpdate() method). However, time[0] only returns seconds information for historical data but not realtime data when running in market replay mode.
Can time[0] return seconds information for real time data (i.e. incoming data) aswell?
If not, can someone please shed some light on how something similar could be achieved?
Regards,
Satnam.
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