Light version of MarketSeries ?

Created at 30 May 2017, 11:57
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Futuresmo

Joined 13.09.2013

Light version of MarketSeries ?
30 May 2017, 11:57


Hi

I am interested in getting only last bar values in multiple crossess at the same time. Is there any way getting it without retrieving the whole data for MarketSeries object?

Instead of

var pairSeries = MarketData.GetSeries(fxPair, timeFrame);

Something like MarketData.GetSeries(fxPair, timeFrame).LastBarValues

The primary concern is performance, it may take long time to load 50-60 assets on the bar. Instead of getting whole series, only specific bar could be accessed directly.

 

Please clafiry


@Futuresmo