Hi All,

I have an algo that gets the open prices for my selected universe.  It does this using a scheduled event n minutes after the market opens.  Now if I set n to 0, in the backtest I'm warned that it is filling using stale data, so I have to set it to 1 minute.

Is this same behavior true in live trading?  If my universe is set to minute resolution, does that mean the earliest I can get open prices is one minute after the market opens?  

I'm looking for the quickest way to get market prices without having to resort to ticks becase that would be overhead I don't need at all.

Thanks for any help!