I have a price value that I retrieve from the OnMarketData() method that is the exact price of the first tick that occurs at market open(7:30am(mst)). This price is used as an exact/true market opening price. Which amazingly can be up to around a 4-5 tick difference between the true open and the open price that occurs by simply utilizing a synchronized PC clock.
However, my problem comes in when I try to use the Set() method to keep this value for historical purposes. My indicator plots just fine as long as I am using real-time info and was connected prior to market open(7:30), but if I try to add the indicator later or look at historical charts, I cannot see view the indicator at all.
Can I use the Set() method to save values from the OnMarketData() method?
insomniac
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