I am streaming minute aggregate bars from multiple symbols and am wondering if there is a clean way to implement a signal that is emitted after the last symbol’s bar is received, every minute. I figure the bars are not guaranteed to come in a particular order, and know the bars are received a couple seconds after the minute mark. Does this question make sense?
Thanks,
Joseph
Sidenote: I am using python, and could use a timer to signal at, say, 10 seconds after the minute, but I’m looking for something more instantaneous.