 
    
            Not getting the latest bar back
            
                 17 Aug 2022, 19:51
            
                    
Hi,
Within the OnBar method I am looping around the instruments I am interested in trading and getting the latest bars back using:
Bars currencyData = MarketData.GetBars(TimeFrame.Minute5, instrumentName);
But this isnt always returning the latest Bar. For example I can run it in US500 and the code kicks in at 17:50, I would expect the latest Bar open time to be 17:45 but sometimes I am getting the 17:40 bar back which isnt the latest bar.
Is there anyway to guarantee that I always get the latest bar back?
Regards,
Jay
Replies
                     Affluent_Trading
                     18 Aug 2022, 11:04
                                    
RE:
PanagiotisCharalampous said:
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Yeah sure...so on bar I am running the following:
 
protected override void OnBar()
{
    base.OnBar();
DateTime serverTime = Server.Time;
    // Gets me the time now minus 5 minutes ago
    serverTime = serverTime.AddMinutes(-5).AddMinutes(-(serverTime.Minute % 5)).AddSeconds(-serverTime.Second).AddTicks(-(serverTime.Ticks % TimeSpan.TicksPerSecond));
    foreach (string instrument in _instruments)
    {
        Bars currencyData = MarketData.GetBars(TimeFrame.Minute5, instrument);
        Bar latestBar = currencyData.Last(1);
        DateTime latestCandle = latestBar.OpenTime;
        if (latestCandle == serverTime)
        {
            Print("Instrument " + instrument + " BarTime " + latestCandle + " LastHigh: " + latestBar.High + " LastLow: " + latestBar.Low);
        } 
        else
        {
            Print($"Didn't get the correct candle back...server time: {serverTime}...latest candle: {latestCandle}");
        }
    }
}
@Affluent_Trading
                     Affluent_Trading
                     18 Aug 2022, 17:16
                                    
RE:
PanagiotisCharalampous said:
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Have you managed to replicate the problem? It is driving me crazy haha
@Affluent_Trading
                     PanagiotisCharalampous
                     19 Aug 2022, 08:13
                                    
Hi Jay,
Your code uses variables defined outside OnBar. Please share the complete cBot code so that I do not need to make guesses.
Best Regards,
Panagiotis
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PanagiotisCharalampous
18 Aug 2022, 08:15
Hi Jay,
Can you share your souce code so that we can give it a try?
Best Regards,
Panagiotis
Join us on Telegram and Facebook
@PanagiotisCharalampous