In a real-time strategy, OnStateChange with State==State.Configure is the correct moment to request bid/ask series.
(I am not clear on how I should request and use bid/ask series, my question below ...)
Let's suppose some call to AddDataSeries had been done.
Then I guess some historical data is loaded (bid/ask series as the strategy requested) and Bars is filled with it.
In OnStateChange, when State==State.Configure, which variant of AddDataSeries should I use to get the maximum of historical bid/ask series available ?
Then, is it true to say that since Bars.GetAsk() or Bars.GetBid() allow to retrieve some past tick, a bid or ask available via GetCurrentBid or GetCurrentAsk will be transfered just after into Bars ?
How to get the maximum index for Bars.GetAsk() argument ? Bars.TickCount ? Bars.TotalTicks ?
I notice these property have setters. Can these setters be used in order to truncate the series ?
Thanks for your help
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