Javaid

> If you could share your use case a little more, were you just wanting to capture all data events including the responses and persist them to the catalog? Yes...

Sounds goods. I will check for other securites how we can take advantage of this and register more schemas.

Hi @limx0 Can you please register following tick schemas. - `{'marketRuleId': 67, 'priceIncrements': [{LowEdge: 0, Increment: 0.25}]}`

@cjdsellers thanks for taking this. Yes interval shall be okay once a day (or configurable timedelta). I was having thought on while trading specially Live, we will have single portfolio,...

Hi @cjdsellers I agree to this requirement and it is not uncommong to use Spreads when trading Options. > So potentially one path forward here is building up your multi-leg...

I found there is `info: dict` field available in base `Instrument` class but not implemented for `Equity`, `Future`, `Option`. I think if that is added in these shall suffice to...

> I see that they are implemented though? so the intent of those methods is to aid serialization (starting with a Python dict of 'primitives' makes things easier here) -...

> How are you currently handling revised bars in the strategy, to prevent them updating the indicators? Within Strategy I am handling `on_bar`, however for Indicators I am using TA-Lib...

> How are you working around this currently? Currently I am doing it as in **Current Flow of Bar** (red boxes). This is okay, I was thinking in terms of...

> Isn't this just the same as creating an internal bar type for whatever interval or aggregation rule you need? If currently you have `1-HOUR` bars and desire the intermediate...