Query about BarsRequest

[reach4thelasers]

http://ninjatrader.com/support/helpGuides/nt8/en-us/barsrequest.htm

The sample code for processing returned bars has a comment which states:
"Note: The last returned bar may be a currently in-progress bar"

How can I determine if the last bar is in-progress?
And how can I determine the same if I subscribe in realtime via barsRequest.Update

[reach4thelasers]

Ok so here's what I ended up doing - to save anyone else the bother of spending hours figuring this out:

For historical bars i.e. the callback from the Request() method of BarsRequest:
(not sure this is correct but its what I'm going with... until I hear otherwise)

There is a property on the BarsRequest object in the callback: Bars.BarsSeries.LastBarTime - which contains the Time of the latest bar to be processed. Most of the time when I was inspecting the properties of BarsRequest this was in the Future - because the last bar was in progress, and was due to close at "LastBarTime".

So I'm looping through the bars in the response, starting the for loop at 1 not zero (so skipping the first one - because we are going to always get the previous bar):

var barsPeriodFactory = new BarsPeriodFactory(_context);
_higherBarsRequest = new BarsRequest(_context.Instrument, _settings.HigherTimeFrameBars);
_higherBarsRequest.BarsPeriod = barsPeriodFactory.HigherTimeframePeriod;
_higherBarsRequest.TradingHours = TradingHours.Get("Forex");
_higherBarsRequest.Update += OnHigherBarUpdate;
_higherBarsRequest.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{
if (errorCode != ErrorCode.NoError)
{
NinjaTrader.Code.Output.Process(string.Format("Err or on requesting bars: {0}, {1}", errorCode, errorMessage),
PrintTo.OutputTab1);
return;
}
NinjaTrader.Code.Output.Process(string.Format("{0} Higher Timeframe Bars have been received. Dispatching to Higher Pipeline for processing", bars.Bars.Count), PrintTo.OutputTab1);

for (int i = 1; i < bars.Bars.Count; i++)
{
if (bars.Bars.BarsSeries.LastBarTime != bars.Bars.GetTime(i))
{
var candle = new Candle(bars.Bars.GetHigh(i-1), bars.Bars.GetLow(i-1), bars.Bars.GetOpen(i-1), bars.Bars.GetClose(i-1), bars.Bars.GetTime(i-1), bars.Bars.GetVolume(i-1), i-1);
var args = new NewCandleEventArgs(candle);
HigherTimeframeEventDispatcher.Dispatch(args);
}
}
NinjaTrader.Code.Output.Process(string.Format("Fin ished processing Higher Timeframe bars", bars.Bars.Count), PrintTo.OutputTab1);

CommonAssemblyMetaRenderer.UpdateChartStatusInfo() ;
_context.InvalidateVisual();

}));

Process bar i-1 - skip the last one as its probably in-progress. There's a small risk with this method, that we will exclude the last bar which is actually closed and we want to include it. But I couldn't figure out another way.

Realtime updates with the Update Handler are a bit more definite because we got a "TickCount" property. We check if this is 1 - meaning its the first tick of a new bar. so the previous one just closed. Therefore process bar i-1:

if (e.BarsSeries.TickCount != 1) return;
for (int i = e.MinIndex; i <= e.MaxIndex; i++)
{
// Processing every single tick
NinjaTrader.Code.Output.Process(string.Format("DIS PATCHING NEW INTERMEDIATE TIMEFRAMEBAR: Time: {0} Open: {1} High: {2} Low: {3} Close: {4}",
e.BarsSeries.GetTime(i-1),
e.BarsSeries.GetOpen(i-1),
e.BarsSeries.GetHigh(i-1),
e.BarsSeries.GetLow(i-1),
e.BarsSeries.GetClose(i-1)), PrintTo.OutputTab1);

var candle = new Candle(e.BarsSeries.GetHigh(i - 1), e.BarsSeries.GetLow(i - 1), e.BarsSeries.GetOpen(i - 1), e.BarsSeries.GetClose(i - 1), e.BarsSeries.GetTime(i - 1), e.BarsSeries.GetVolume(i - 1), i);
var args = new NewCandleEventArgs(candle);
IntermediateTimeframeEventDispatcher.Dispatch(args );
}

[NinjaTrader_AlexC]

Hi reach4thelasers,

Thanks for your contribution, it is likely that fellow NT8 users will get some use out of this post.