Last line of my original post:
"It could be handy if I could set up a historical data update at the end of the bar to retrieve the correct & full bar information from the data provider and then run the NewBar code."
I understand this pose some other issues, such as what if it takes longer to update the history than the time it is to run a new bar, which I admit I haven't found a theoretical solution yet other than benchmarking the time it takes to get the new historical bars. I just know that for me personally it's better to run a New 30min bar at 10:03am with the correct data than it is to run it at 10:00am sharp with partial/missing/wrong data.
Another option I thought about, is to have the plugin do nothing but aggregate the tics and then right at the NewBar schedule fire very few relevant summarized ticks that will make RE construct the correct bar. I don't know if this will work but will defenitely takes a lot of load of the CPU and Netwrok.