Depending on trading conditions, one or more of these can be produced each second or few minutes. I'd like to store all of these for access by other blocks elsewhere in the script. Since these elements are different types, an array isn't possible. Since I need four fields, List and Dictionary aren't possible.
Yes, I could do something like SortDictionary < int, List <DateTime, List <double, double>>>, but that seems kluggie because two new lists have to be created for each new row of SortDictionary. And, each of those lists has just one row, so not a good use of List.
And, no, DataSeries doesn't work either because NT puts in phantom values if there is no value for that particular bar of the primary series.
So, any suggestion as to how this might be accomplished ?
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