protected override void Initialize()
{
CalculateOnBarClose = true;
Add(PeriodType.Day, 1);
}
protected override void OnBarUpdate()
{
if (BarsInProgress == 0) {
Print("Timestamp:" + ToDay(Time[0]) + " " + ToTime(Time[0]));
When I look at the output, I see many bars that are not printed. So I displayed a chart and it looks like there is just no data for those periods.
Is this a problem with IQFeed? Or is it common to not have any data for YG during regular trading hours? I find it very strange and I'm starting to question their historical data.
I'm debating switching to eSignal. It's a lot more expensive though so I'm not sure if it's worth it..
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