Jason,
Thanks for the reply. I suspected that the synchronization might cause a change in behavior. However, with the symbols I use ($TICK as my main symbol, $SPX as my study symbol) there never are any zero volume bars as far as I can tell.
If you read my latest reply you'll notice that I was getting the behavior you described on a 1-minute interval.
However, it was with the 30S interval that the study symbol ($SPX) would update only when the new bar was FORMED but as more prices came in for both the main symbol and the study symbol only the main symbol would update and not the study symbol, even though they are both in the same bar.
Since I stopped using the new efs I haven't looked at this for a few days, but will put it back up again to test it again but am pretty sure there are differences in behavior between intervals that are <1Min and those >=1Min.
Thanks for the reply. I suspected that the synchronization might cause a change in behavior. However, with the symbols I use ($TICK as my main symbol, $SPX as my study symbol) there never are any zero volume bars as far as I can tell.
If you read my latest reply you'll notice that I was getting the behavior you described on a 1-minute interval.
However, it was with the 30S interval that the study symbol ($SPX) would update only when the new bar was FORMED but as more prices came in for both the main symbol and the study symbol only the main symbol would update and not the study symbol, even though they are both in the same bar.
Since I stopped using the new efs I haven't looked at this for a few days, but will put it back up again to test it again but am pretty sure there are differences in behavior between intervals that are <1Min and those >=1Min.
Comment