I have a question referring OnMarketData please and I couldn´t find a reply in the forum. When should one put conditions
protectedoverridevoid OnMarketData(MarketDataEventArgs e)
{
if (BarsInProgress>0)
return;
here conditons???
and when
if (e.MarketDataType!=MarketDataType.Last)
return;
here conditons???
Thank you
Tony
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