So I have a consolidator that is setup in initialize:

  1. fast_consolidator = new TradeBarConsolidator(TimeSpan.FromSeconds(300));
  2. fast_consolidator.DataConsolidated += FastBarHandler;
  3. AdxFast = new AverageDirectionalIndex(ContinuousContract.Symbol, 14);
  4. RegisterIndicator(ContinuousContract.Symbol, AdxFast, fast_consolidator);
  5. SubscriptionManager.AddConsolidator(ContinuousContract.Symbol, fast_consolidator);

It works well in that every 300 seconds (5 min), I get an update on my ADX values.

I have tried a lot of things but have come back to consolidators… Mainly because I need the ADX to apply it's moving averages over different length bars and this was the only way to get that data… 

I know there is fast_consolidator.workingdata and .workingbar but I can't seem to figure out if they can help me? 

So here's my question: Is there a way to get intermediate ADX values? As in, when T ≠ 300 seconds? 

 

Thanks in advance

Author

Echoes McCarthur

January 2023