Not getting the latest bar back
Not getting the latest bar back
17 Aug 2022, 19:51
Hi,
Within the OnBar method I am looping around the instruments I am interested in trading and getting the latest bars back using:
Bars currencyData = MarketData.GetBars(TimeFrame.Minute5, instrumentName);
But this isnt always returning the latest Bar. For example I can run it in US500 and the code kicks in at 17:50, I would expect the latest Bar open time to be 17:45 but sometimes I am getting the 17:40 bar back which isnt the latest bar.
Is there anyway to guarantee that I always get the latest bar back?
Regards,
Jay
Replies
jaydcrowe1989
18 Aug 2022, 11:04
RE:
PanagiotisCharalampous said:
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Yeah sure...so on bar I am running the following:
protected override void OnBar()
{
base.OnBar();
DateTime serverTime = Server.Time;
// Gets me the time now minus 5 minutes ago
serverTime = serverTime.AddMinutes(-5).AddMinutes(-(serverTime.Minute % 5)).AddSeconds(-serverTime.Second).AddTicks(-(serverTime.Ticks % TimeSpan.TicksPerSecond));
foreach (string instrument in _instruments)
{
Bars currencyData = MarketData.GetBars(TimeFrame.Minute5, instrument);
Bar latestBar = currencyData.Last(1);
DateTime latestCandle = latestBar.OpenTime;
if (latestCandle == serverTime)
{
Print("Instrument " + instrument + " BarTime " + latestCandle + " LastHigh: " + latestBar.High + " LastLow: " + latestBar.Low);
}
else
{
Print($"Didn't get the correct candle back...server time: {serverTime}...latest candle: {latestCandle}");
}
}
}
@jaydcrowe1989
jaydcrowe1989
18 Aug 2022, 17:16
RE:
PanagiotisCharalampous said:
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Have you managed to replicate the problem? It is driving me crazy haha
@jaydcrowe1989
PanagiotisCharalampous
19 Aug 2022, 08:13
Hi Jay,
Your code uses variables defined outside OnBar. Please share the complete cBot code so that I do not need to make guesses.
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous
PanagiotisCharalampous
18 Aug 2022, 08:15
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous