Hi, Collegues 

I have a problem please help with advise

I have two data resolusion subscriptions: Minute for option and Tick for Equity. I need to determine what type of data came in in onData and to process it differently.  How can I do this ?

When I procees bar data like a tick may lastprice is a oldest bar close price and it is too bad for my algo.

self.stock= "SPY" self.equity = self.AddEquity(self.stock, Resolution.Tick) self.equity.SetDataNormalizationMode(DataNormalizationMode.Raw) option = self.AddOption(self.stock, Resolution.Minute) option.SetFilter(lambda universe: universe.IncludeWeeklys().Strikes(-15, +15).Expiration(timedelta(6), timedelta(7))) # for greeks and pricer (needs some warmup) - https://github.com/QuantConnect/Lean/blob/21cd972e99f70f007ce689bdaeeafe3cb4ea9c77/Common/Securities/Option/OptionPriceModels.cs#L81 #option.PriceModel = OptionPriceModels.BlackScholes() option.PriceModel = OptionPriceModels.CrankNicolsonFD() # both European & American, automatically def OnData(self, data): If it is ticks data: do... else do....