BarsInProgress possibly not respected in OnMarketData

[uprz23]

I think OnMarketData might be ignoring BarsInProgress. I have added 1 other time frame in Initialze().

        protected override void Initialize()
        { 
                   
			Add(PeriodType.Minute, minLength); 
        }

 
		
	protected override void OnMarketData(MarketDataEventArgs e) 
	{ 
		if (BarsInProgress == 0) { // this check is ignored
				
			if (e.MarketDataType == MarketDataType.Last) 
			{ 
				xVolume += e.Volume;
					 				
			}
		}
			
	}

when plotted xVolume is twice what it should be. I'm guesing twice because it's doing it on both sets of bars.

[NinjaTrader_RyanM1]

Hello uprz23,

OnMarketData is only called once per instrument, so the second series shouldn't contribute here. You should run a similar test but without the second series to see if the values are the same. There may be something else causing issue, but let's first check that second series isn't it.