I have added some secondary instruments as follows:
else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Minute, 5);
AddDataSeries("^VIX", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
AddDataSeries("ZN 06-18", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
AddDataSeries("RTY 06-18", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
}
All I'm trying to do is OnBarUpdate define a variable equal to the maximum value of my Vix data series over the prior 12 bars. Should be easy I think but not getting what I want so far.
Thanks!
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