I am building a custom indicator for futures. I am following the pattern outlined in                   EmaCrossFuturesFrontMonthAlgorithm.cs. Similar to that, I only want to feed the Front Contract to my indicator, so i believe this example lays out the pattern I want to follow.

I am using the automatic wireup of my indicator, just as is done in this example, using ResolveIndicator and then RegisterIndicator.

In ResolveIndicator I have the resolution set to Daily so I get a daily tradebar.

I get the updated TradeBars in the ComputeNextValue method of my indicator, so that is working. But for the daily update to my indicator, I am seeing a significant number of OnDate invocations ,which I assume is because in AddFuture method, I am using the default resolution of 1 minute.

Here are my questions:

1. Is my understanding correct? 

2. do I need to set resolution to daily in AddFuture?

3. Will OnData always fire after the OnDataConsolidated happens?

4. Will OnData only fire for the Front Contract, or for every contract that is active?


Thanks in advance!