public static MarketDataElement convertBarToMarketDataElement(RTDataBar bar) { double h = bar.high; double l = bar.low; double o = bar.open; double c = bar.close; double vol = bar.volume; DateTime time = bar.time; MarketDataElement currentHsiData = createHLOC(time, "HLOC", "HSI", "FUT"); currentHsiData.volume = vol; currentHsiData.time = time; MarketDataUtil.setHLOC(currentHsiData, h, l, o, c); return(currentHsiData); }