I am using two timeframes for the FDAX 09-17 with Calculate = OnBarClose:
- Primary (chart) = 30 sec
- Secondary = 1 tick
I am observing in real time that the OnBarUpdate method of many 1-tick bars are executed after the OBU method of the 30-sec bars, although its timestamp is earlier and should be executed earlier.
However, with historical bars works well, and the sequence is correct.
Attached a simple script to test it.
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