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Allow _get_last_price() to use bars if quote ticks are not subscribed #1480

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pcgm-team opened this issue Jan 30, 2024 · 1 comment
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enhancement New feature or request help wanted Extra attention is needed

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@pcgm-team
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Quote tick subscriptions are not always necessary (or available) yet features such as net exposures and unrealized_pnl depend on either quote or trade tick subscriptions to function.

This should be changed to use the most recent bar price in the event that no quote ticks are subscribed.

@pcgm-team pcgm-team added the enhancement New feature or request label Jan 30, 2024
@cjdsellers cjdsellers self-assigned this Jan 31, 2024
@cjdsellers cjdsellers changed the title Allow _get_last_price() to use bars if quote ticks are not subscribed. Allow _get_last_price() to use bars if quote ticks are not subscribed Jan 31, 2024
@cjdsellers cjdsellers added the help wanted Extra attention is needed label Apr 13, 2024
@cjdsellers
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Many thanks @rsmb7z 🙏.

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Labels
enhancement New feature or request help wanted Extra attention is needed
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