I have a problem of loading time with one indicator.
This indicator needs a primary data (15 minutes) and I have to load also BidAsk data.
It means that I have to add this to the initialize method :
Add(Instrument.FullName,PeriodType.Tick,1, MarketDataType.Last); Add(Instrument.FullName,PeriodType.Tick,1, MarketDataType.Ask); Add(Instrument.FullName,PeriodType.Tick,1, MarketDataType.Bid);
It takes a lot of time ... many minutes to load !
Is there a faster way to load all this data ?
Thank you
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