I am new here.  So hope my question are good ones.  Suspect someone has already asked them. or its already documented somewhere..

Intrabar Processing

am trying to make my bull call spread back test as real as possible.  So it is getting long at 1000 lines.  Also trying to make it so it can be run on my IB account live.  

When running a back test on daily time frame.  If a limit order, stop lost or take profit is hit.  Is the even processed at the daily basis or at a lower time frame or tick level?

This is important when a price crosses two or more of the above on the same bar.  was the order filled, before the take profit or stop list price hit or after.  When an order is open is the take profit or stop loss hit first.  If using intrabar data that is tick or lower time frame data the backtest is correct.  Else the back test is wrong.

Also with option data what level of detail is there a open, high low and close for each option contract for each minute.  When an limit order is submitted in the back test for an option contact.

Is lower timeframe data used?

Does the option contract data include open high low close and is this used when processing option orders or open position exit conditions?

 Conditional Order

If I am doing multi leg option trades.  QC does no support multi leg orders yet.  Is it possible to have conditional orders.  So the lower strike long call limit order is submitted and an attached conditional order on fill is attached for the upper strike short call limit order.

Presently my code submits the long order waits for the next On Data event 1 minute later.  Check if the order is filled and if so submits the short call order.  This way I do not end up in a Naked Short only position where the short got filled, but the long did not. 

If I can do conditional orders this would simplify my code and reduce slippage.

VXX A

Is the VXX A underlying and option data being made available.  It appears there is only VXX B. data as VXX.

The first series if VXX data that could be added with the symbol VXXA so it does to clash with the second series VXX formally VXX B.

I have an other strategy that I want to back test on VXX A data

Multiple feeds

.Is it posible to have two feeds of the same underlying.  One adjusted and the other raw..  This way my position sizing is correct to the account size when trading assets with multiple splits.  But the indicators are using the adjusted data for entries and exits. 

World Trading Championship (WTC)

I had an idea.  They could help QC get noticed.  Add support for WTC brokers. This would allow us to enter the competition.  If a WTC winner or place holder used QC.  It would add to QC market awareness and drive more users to your platform.  Personally I like the community is not to big and personal.

Pre Close Calculations

Is there a way to have the daily indicator calculate there values before the close on the data at that time.  Say 5 or 15 minutes before the close.  But use the actual close on all prior days..

Thank you every one for your help.  Amazing community and support and QC team.