I would like to suggest that RightEdge consider a new type of callback method based on time, lets call it "NewTime". This callback would get called at a specific time based on:
1) A time set in the startup (ie: call me at 3:59pm)
2) A repeating call based on an interval (call me every 30 minutes)
3) A time based on an the exchange hours. (call me 1 minute prior to exchange close)
My reason is that there are many trading systems and ways of trading that trigger not based on a tick or a price change, but based on the time of day. For example there are systems that would run every 30 minutes on the complete cross-section of a universe and buy/sell the cheapest/richest. Some systems may want to trade (or remove positions from the market) before economic number releases, or Fed meetings. And probably the most common would be systems that trade at the close.
What is the reason for needing a new callback? At this point the only way to accomplish this would be to wait for a tick and in the NewTick method look at the system clock to see if a time based trigger has been hit. This is dangerous because there are plenty of markets where the tick may be too late, you may want to exit a position 1 minute before the close, but if the last tick is 2 minutes you will never get a callback and cannot submit the order.
I understand this is not a trivial request, but I submit it to the queue and offer that it would certainly be differentiating for RightEdge as I am not aware of the competition having this functionality.