Not getting any OnMarketData for RY instrument

[maxima]

I have test indicator which simply stores best bid/ask for several instruments.

Instruments added in Initialize method like this:

Add("RY 06-10", PeriodType.Tick, 1);

Then I try to catch data I have nothing but only for RY. The RY moves very slow but it moves. I can see b/a changing in DOM. Nothing in code. Help!

I print data like this:

  
protected override void OnMarketData(MarketDataEventArgs e)
{
if(BarsInProgress == 2)
Print(string.Format("Data {0}", e));

[NinjaTrader_Brett]

Maxima,

They RY is not included in the instrument manager by default. Can you please provide screenshots of how you setup the RY in your instrument manager. Please take a screenshot of the Definitions Tab and either also let me know symbol mapping you used and what data feed provider/broker you are connected to.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Also, please let me know any error messages you see in the log when you try and apply your indicator to a chart. The log tab is located in the Control Center->Log Tab.


I look forward to assisting you further.

[maxima]

here... the mapping is for Zen fire only and set to RY

P.S. I can chart ticks based on Ask and Bid but cant get these updates in C#

[NinjaTrader_JoshP]

maxima,

Is BarsInProgress 2 the correct context? I suggest you try removing the filter and leave it raw in OnMarketData() for testing purposes.

[maxima]

I tried. I have one main instrument (chart on which the indicator applied) and I add 2 more in code.

If I swap RY with another instrument BarsInprogress == 2 start to print in the output...

so this is not the problem.


And by the way - I tested the same code on a chart based on 2 RY data series (one is 1 Tick Ask and one is 1 Tick Bid) and then I can receive updates for RY in OnMarketData...

strange isnt it?

[NinjaTrader_Brett]

Maxima,

Just wanted to let you know that we recieved your note and you will recieve a response soon.

Thank you for your patience.

Also, Would it be possible to get a copy of your code you are doing this in? I have a feeling we would need to take a look at your code to take a quick look to see what might be causing an issue. If so can you please send it to support at ninjatrader dot com and reference this forum post. You can export the code from NinjaTrader by going to Control Center->File->Utilities->Export NinjaScript.

I look forward to assisting you further.

[maxima]

no problem.. thanks very much for your help!

I am going to send the code in a minute