Is there a way to get opening price prior to receiving closing price?

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.

Update Backtest

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.


Update Backtest


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