Error in BarsRequest Example

[GrumpyTrader]

There appears to be an error in the example below:

Original

// Unsubscribe to any old bars requests
if (barsRequest != null)
     barsRequest = new BarsRequest(Cbi.Instrument.GetInstrument("AAPL"),
     DateTime.Now.AddDays(-daysBack), DateTime.Now);

I think it was meant to be:

// Unsubscribe to any old bars requests
if (barsRequest != null)
     barsRequest.Update -= OnBarUpdate;

barsRequest = new BarsRequest(Cbi.Instrument.GetInstrument("AAPL"),
     DateTime.Now.AddDays(-daysBack), DateTime.Now);

http://ninjatrader.com/support/helpG...arsrequest.htm

[NinjaTrader_JessicaP]

I believe I see your reasoning. Please correct me if I'm wrong?

* You saw a snippet of code in which a barsRequest was already being checked to see if it persisted in memory
* You saw a place later where it was assigned a handler
* You wanted to make sure that, if barsRequest persisted in memory, that the old handler was invalidated

If I'm correct about that, the problem is that

if (barsRequest != null)
     barsRequest.Update -= OnBarUpdate;

barsRequest = new BarsRequest(Cbi.Instrument.GetInstrument("AAPL"),
     DateTime.Now.AddDays(-daysBack), DateTime.Now);

does remove the handler from an existing barsRequest object - but then the object the handler was removed from is destroyed anyway, and replaced by a new barsRequest object.

Given this, and the original code, I believe this plan will preserve the original author's intent while also addressing your concern :

* If there is an existing bars request, do nothing (so that a new handler does not get added)
* Otherwise, create and initialize a new barsRequest object

I believe the following code matches this plan :

if (barsRequest == null)
{
     barsRequest = new BarsRequest(Cbi.Instrument.GetInstrument("AAPL"), DateTime.Now.AddDays(-daysBack), DateTime.Now);
 
      // Parameterize your request. We determine the interval via the selection from our interval selector.
      barsRequest.BarsPeriod  = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1 };
      barsRequest.TradingHours = TradingHours.Get("Default 24 x 7");
 
      // Attach event handler for real-time events if you want to process real-time data
      barsRequest.Update      += OnBarUpdate;
}

In any event we will be reviewing this code. Thanks for bringing it to our attention.

[GrumpyTrader]

Hi Jessica,
The way it is written now the BarsRequest never get created because it is preceded by "if (barRequest !=null)". It is always null until it is instantiated.

[NinjaTrader_JessicaP]

I agree, thanks again for finding this and bringing it to our attention.