protected override sealed void OnBarUpdate()
{
GomOnBarUpdate();
if (BarsInProgress == 0)
{
if (Historical)
{
MasterInstrument MI = Bars.Instrument.MasterInstrument;
if ((Bars.FirstBarOfSession || (BarsPeriod.Id == PeriodType.Day)) && (MI.InstrumentType == InstrumentType.Future) && (MI.MergePolicy != MergePolicy.DoNotMerge) && !writeData && !Bars.Instrument.FullName.Contains("##-##"))
{
RolloverContract();
}
OnBarUpdateHistorical();
}
else
{
if (dataManagerNotDisposedOf)
{
if (!writeData)
{
fm.Dispose();
fm = null;
dataManagerNotDisposedOf = false;
}
}
OnBarUpdateRealTime();
}
GomOnBarUpdateDone();
}
}
protected override sealed void OnTermination()
{
GomOnTermination();
if (fm != null)
{
fm.Dispose();
fm = null;
}
}
