A question regarding the NextBar() Method
HI Protrader team,
I have a query regarding the NextBar() Method or to be more specific -
public override void NextBar()
I would like to know when exactly does this method get activated or starts to run the code within it i.e.
1) Is it based on time i.e. as soon as the previous bar closes?
Or
2) Does it get activated once it receives the first tick or price update ( top of the market depth price change) after the previous bar closes
Or
3) Is the activation based on something else?
Any help would be highly appreciated.
CHeers
Hi Bogdan,
Thanks for the reply. Can you please confirm whether by 'first quote' you meant-
1) change in market depth at the top of the book?
a) without change in Bid or Ask price i.e. only a change in 'size'.
b) with a change in Bid or Ask price i.e. change in both 'size' and 'price' or only 'price'.
or
2) change in any of the below layers of market depth?
i.e. price or size on any of the layers other than the 'top of the book'
Cheers
