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"you may not mix symbols with different delays in the same window"Don't now why. |
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Sometimes that is TS's way of asking your for more money

(you'll need to subscribe to the proper exchange data in order to mix data; TS will generally not allow delayed data to be mixed with live). It is possible to use ADE and lot more work to get around this limitation. see for example:
https://www.tradestation.com/Discuss...Topic_ID=33398