In historic tester IRangeBarFeedListener.onBar does return the range bars too early.
onBar is being triggered with the range bar
at the time the range bar is opened and not when the bar is formed.
Example:
Quote:
With EUR/USD on current tick Wed 2008.07.30 01:01:01.123, the following range bar is being passed in onBar:
StartTime: 2008-07-30 01:01:00.0 EndTime: 2008-07-30 01:05:52.500 O: 1.5581 C: 1.5579 H: 1.5584 L: 1.5579 V: 5623.85 FEC: 118 ==> nearly 4 minutes before the end time of the bar!
previous bars:
StartTime: 2008-07-30 00:58:45.0 EndTime: 2008-07-30 01:00:57.500 O: 1.55765 C: 1.558 H: 1.558 L: 1.5575 V: 5511.1 FEC: 54
StartTime: 2008-07-30 00:55:45.0 EndTime: 2008-07-30 00:58:42.500 O: 1.55785 C: 1.5577 H: 1.5582 L: 1.5577 V: 5761.625 FEC: 72
StartTime: 2008-07-30 00:54:30.0 EndTime: 2008-07-30 00:55:42.500 O: 1.55855 C: 1.5581 H: 1.5586 L: 1.5581 V: 2913.275 FEC: 30
StartTime: 2008-07-30 00:31:55.0 EndTime: 2008-07-30 00:54:27.500 O: 1.559 C: 1.5586 H: 1.5591 L: 1.5586 V: 18584.225 FEC: 542
StartTime: 2008-07-30 00:05:25.0 EndTime: 2008-07-30 00:31:52.500 O: 1.5594 C: 1.559 H: 1.5595 L: 1.559 V: 18459.325 FEC: 636
StartTime: 2008-07-30 00:00:00.0 EndTime: 2008-07-30 00:05:22.500 O: 1.5589 C: 1.5593 H: 1.5593 L: 1.5588 V: 2334.2 FEC: 130
StartTime: 2008-07-29 23:40:55.0 EndTime: 2008-07-29 23:59:57.500 O: 1.5592 C: 1.5594 H: 1.5594 L: 1.5589 V: 8498.325 FEC: 458
May I ask you to fix this with a high priority and release a fix as soon as possible?
It should be easy to fix as it seems that instead of waiting for the end time of the range bar, the bar is passed to onBar whenever the start time is reached.
Best, RR.
