openSourceBugs
commented
1 year ago i'm going to conjecture that a live bar update is the "final" bar that should equal the last bar from historical data and latest bar update is an update in the middle of a time interval, ie something between 12:00 and 12:01
Bar Listener: Process latest bar update: [(b'SPY', '2023-05-16', 53640000000, 411.7708, 411.78, 411.71, 411.75, 37844195, 72702, 0)] Bar Listener: Process live bar: [(b'SPY', '2023-05-16', 53640000000, 411.7708, 411.78, 411.71, 411.76, 37844675, 73102, 0)]