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    MarketDataEventArgs

    When using the MarketDataEventArgs how can you determine if the last was at the bid or the ask?

    #2
    You can check against the latest bid and ask prices. When working in OnMarketData() you get events for all 3. Store the bid and ask events and when you receive a last, check against your stored values and you will know if it was bid or ask.
    Josh P.NinjaTrader Customer Service

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