So, looking at the MW provided VWAP indicator.
Looks like a ForEachTick\TickOperation class handles the historic backfill, and I read somewhere(can't find right now) that the operations run in their own background thread.
A DataSeries is passed into and saved as part the VWAP tick operation class state. This dataseries is updated from both the backfill processing and live Study.OnTick() "events".
Since the DataSeries is passed into the operation that runs on it's own thread and tickoperation writes to the Dataseries(the calculated VWAP), can I assume that DataSeries is thread-safe and supports multiple writers ? Could I have multiple TickOperations all writing to the same dataseries ? Just looking for a little insight into the whole operation concept.....
Looks like a ForEachTick\TickOperation class handles the historic backfill, and I read somewhere(can't find right now) that the operations run in their own background thread.
A DataSeries is passed into and saved as part the VWAP tick operation class state. This dataseries is updated from both the backfill processing and live Study.OnTick() "events".
Since the DataSeries is passed into the operation that runs on it's own thread and tickoperation writes to the Dataseries(the calculated VWAP), can I assume that DataSeries is thread-safe and supports multiple writers ? Could I have multiple TickOperations all writing to the same dataseries ? Just looking for a little insight into the whole operation concept.....