 Posted 4/18/2011 18:01:21
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| Is it possible to modify the Bars' data collected from live tick while the system is running? for exapmle, if running on 5min bars, at 9:40am when the bar is about to process, retrieve information from external source and then update the Open price of the new bar (9:35am-9:40am) with a different price than what was collected form the ticks.
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Posted 4/19/2011 11:01:18
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Frequency plugins control the generation of bars. So you could write your own Frequency plugin to do this. Here's the source code for the TimeFrequency class, which you can use to create a modified version.
Thanks,
Daniel
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