Hi all,

I've been struggling with the OnData(slice) object for some time, and I just can't seem to wrap my head around it. Could someone perhaps help me with this hypothetical scenario?

Let's say I have two indicators that I want to update with data. First I set up my data feeds to be daily resolution, and because they are custom data, I am using OnData(slice) rather than OnData(tradebars). Now, once both indicators are fully charged (i.e. ready), I want to trade on some comparison of those indicators. So in my OnData(slice) method, I put in some logic to update these indicators. and some logic that says once we're ready, go ahead and compare the indicator values and make trades. Pretty basic.

My question: How many times will OnData(slice) get called per day in this scenario? Is it once or twice?

Further: if one indicator needs to be charged with minutely data, and the other needs to be charged with daily data, does the OnData(slice) get called minutely? And if so, won't that mean that you need some checks in place to prevent your daily indicator from being "updated" with clones of daily data every minute?

Thanks very much for your answers in advance, and I guarantee you, there'll be more questions, as it seems I'm the slowest person on the planet with this type of thing...