I am loading two dataseries from same instrument with differente timeframes, and I need compute the delta (ask-bid) of the bars of each serie.
But the OnMarketData method is executed twice for the same tick (one per timeframe).
Is there any way to distinguish if a tick has been already processed ? (No property like BarsPeriod or similar is accessible. And BarsInProgress is not reliable outside OnBarUpdate).
Thanks in advance
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