hi,

Please observe the following pseudo code:

>>Strategy.onStart-->
-line1- subscribeToFeed with anonymous class containing a call back function "onBar"
-line2- wait 1000 milliseconds //wait for the subscription operation completion
-line3- load bars from history

Questions -
1. Is there a more reliable way to get a feedback of subscription status rather than wait for 1000 milli?
2. Does the onBar callback from line 2 will be called on the Strategy thread or is it spawned on a different thread?
3. How to avoid missed bars? I want to make sure that the loading from history includes all available bars including bars that arrive during the sleep operation in line 2
4. If onBar from line 1 is executing too long is it possible that the system will drop bars instead of buffering them?

The subscription happens in the strategy thread, meaning that setting such waiting time in our previous example was redundant and unnecessary.
No, this happens in the strategy thread.
Presumably the previous 2 answers clarify also those 2 questions.

1. So - feed subscription is a blocking function (meaning it will continue to next line only when subscribed)?

2. Also, when processing live bars (not historical bars), is it possible to miss bars due to slow processing? (I know that ticks can be missed as explained here)

Yes.
Such policy only gets applied to ticks, bars remain enqueued and wait for their sequential execution.