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I'm trying to work out why when i perform the following history request the last bar i receive isn't the last minute. E.g. If i do the request at 1PM ET I'm expecting the last bar beceived to be 12.59am ET but instead the most recent bar i seem to receive is a lot older.
The call is simple;
public override void OnSecuritiesChanged ( SecurityChanges changes ) {
foreach ( var change in changes.AddedSecurities ) {
var tradeBarHistory = History<TradeBar> ( change.Symbol, 1000, Resolution.Minute );
If i change the periods to 100 it works okay.
There should not be an issue receiving the last 1000 minute bars ( i'm using IQFeed )
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