Hello, I want to ask about the function of getHistoricalBar.
For example in backtesting, I want to get the historical 2min bar data of certain instrument and calculate some indicators. I can use this function to return a dictionary and convert it into dataframe for further computation.
But then in livetesting, does this function still work in real time? like it can still return the previous N bars of data from current time?
If this does not work, then I will need to get and accumulate the streaming tick data and build my own dataframe every certain period.
