I'm trying to get the bid/ask prices into my Renko event handler. I just want to calculate the spread before I make any orders. Since Renko only provides a Close, I'm not sure the best way to go about this? 

I only need to calculate it at the time a Renko bar pops up, before I run my strategy. I could use my onData, but it feels like an unnecessary burden on compute resources to constantly calculate this at the Resolution rate (every second). 

Thanks for any tips!