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Is it possible to receive both tick updates and minute? I tried to do this by adding these two AddFuture calls into the Initialize method but i'm only receiving the minute bar updates. If i remove the Resolution.Minute line i do receive tick updates. But i can't seem to get both together.
AddFuture(root, Resolution.Minute).SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182))
AddFuture(root, Resolution.Tick).SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182))
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Beyond
Consolidating Data might be the answer.
ScalpTrader
Thanks! For those interested the consolidator needs to be a TickQuoteBar version when using ticks like this;
var consolidator = new TickQuoteBarConsolidator ( TimeSpan.FromMinutes ( 1 ) );
ScalpTrader
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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