public class spread : ISecurityInputs, IDoubleReturns, ITwoSourcesHandler, IStreamHandler
    {
           public ISecurity Execute(ISecurity source1, ISecurity source2)
        {
            var bars = new List<Bar>(source1.Bars.Count);
            for (int i = 0; i < source1.Bars.Count; i++)
            {
            	var bar = source1.Bars[i];
            	var o1 = source2.OpenPrices[i];
            	var h1 = source2.HighPrices[i];
            	var l1 = source2.LowPrices[i];
            	var c1 = source2.ClosePrices[i];
                
               
                var newBar = new Bar(bar.Color, bar.Date,bar.Open-o1,
                                     bar.High-h1,
                                     bar.Low-l1,
                                     bar.Close-c1,
                                     bar.Volume){ Ask = bar.Ask, Bid = bar.Bid, AskQty = bar.AskQty, BidQty = bar.BidQty };
            	bars.Add(newBar);
            }
            return source1.CloneAndReplaceBars(bars);
        }
    }