Using tick replay (or not using if there's an alternate solution), during a backtest, is it possible for OnBarUpdate to be called for each tick when using a higher timeframe for the back test (15 mins as an example).
I know I can add a 1 tick series, but I want to get the 15 minute bar values on each tick as the bar is being built, not when it is complete, so for example if the most recent tick was a new high in that 15 minute period, I want to access a 15 minute bar with that tick as the high.
I know I can get data from OnMarketData, but I don't think this updates the bars.
Thanks
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