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Use case::
I have got a 10 minutes tick consolidator and a scheduled event that runs every 10 minutes as well.
Every 10 minutes a new consolidated bar gets added to the RollingWindow collection.
Every 10 minutes Scheduled Event handler should pick up this most recent bar added to the RollingWindow and process it,
Issue :: The scheduled Event handler fires before the Consolidation event handler. I want the other way round.
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Gurumeher Sawhney
Hi Nitesh, try taking a look at the OnDataConsolidated event handler. Once the bar is created, the event is triggered. and you can add to the RollingWindow in the event handler. Here is a quick example below:
Nitesh arora
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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