hi guys,

I am looking at a way to get prev day's close for stocks when I am subscribed to tick/second/min data?

I searched and only saw suggestions with rollingwindow which isn't exactly something like Security.PrevClose and not programmatically clean.

Rolling window ones I found:



with the second above requiring to count number of minuites back if I want to check previous close at any time during the trading day.

Is there a good way to get prev close?

Thanks in advance, Herman