I'm attempting to debug my strategy for an issue that occurs near the traditional open of the market (when I start the connection). Some of the early data is not recorded, causing my moving average to differ from the live or historical.
I suppose that I could simply start the connection sooner, but then I might have the same issue for earlier data .
Is there a way to merge (i.e. pre-pend) the historical data to the replay data prior to the start of recording ? I understand that different data pools are used for the historical and replay data.
Regards,
Curtis Smith
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