I've got a problem!
I have a strategy that has data from two instruments. One is primary and secondary is
AddDataSeries(SYM, Data.BarsPeriodType.Minute, 240, Data.MarketDataType.Last);
I thought i'd be able to add the data series and call my historical data on my secondary data series while running a market replay on the primary data series because my orders are actually executed on the primary data series. The secondary data series is just information that my strategy is using. As I printed the values to output on my secondary data series.. i'm noticing that the values are not updating but the primary data series values are updating as I have the replay data for those. Is there anyway for me to call historical data within a market replay environment?? Any suggestions?
Thanks!
Comment