Bugged Weekly Series, take forever to load, misses last bar sometimes

Created at 26 Nov 2019, 20:05
AlgoCorner's avatar

AlgoCorner

Joined 12.05.2015

Bugged Weekly Series, take forever to load, misses last bar sometimes
26 Nov 2019, 20:05


I have a couple of issues loading series with broker Xenia, just loading one weekly series takes a very long time (1-5 minutes).

Also, sometimes I'm missing the last bar, especially during the weekends, which affects my indicator results for the weekend.

A simple code to replicate this:
 

        protected override void Initialize()
        {
            var series = MarketData.GetSeries(TimeFrame.Weekly);
        
            Print(series.OpenTime.LastValue);
        }


Thanks for your support,
Xavier R.


@AlgoCorner