Working With Multi-Time Frame Objects states this...
Shared Timestamps
...where multiple bars share the same exact timestamps, your primary bars series will always be processed first, followed by the secondary bars series... Consequently, if you were looking to obtain a value from the secondary bars series, it would ONLY be available after the primary series has been processed...
How Bars Data is Referenced states this...
Figure 1 below demonstrates the concept of bar processing...
The 1 minute bars in yellow will only know the OHLCV of the 3 minute bar in yellow. The 1 minute bars in cyan will only know the OHLCV data of the 3 minute bar in cyan.
This image shows the 1 minute bar has access to the 3 minute bar of the same time stamp, but according to the first section above the secondary (3 minute bars) is not available, because it has not processed yet.
Can you help clarify please.
Thanks
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