Is there a way to get opening price prior to receiving full bar data? For example, before waiting for the closing price? For day and minute resolutions?
I see OnData(..). But on minute resolution, by that time, the open and close price for that bar already passed and I'm a minute late in the buy.
Thank you.
Michael Manus
1 minute late is also nice better than nothing :)
You could try second resolution and use consolidator to scale to your desired resolution.
There is an example provided by QC.
Amy Giang
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