In particular I am calculating OnBarUpdate On Each Tick - I wish to know the TimeStamp of the current tick as would usually be obtained from OnMarketData, and with TickReplay enabled.
How synchronized is OnMarketData guaranteed to be with OnBarUpdate when calculating for each tick? If I store the DateTime of the Last data MarketDataEvent update within OnMarketData, will OnBarUpdate be called for the latest tick within a certain time window, when using TickReplay, or is there no synchronization at all.. ie You could process a bunch of ticks in OnMarketData update before even one OnBarUpdate call??
Thanks.
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