e.Volume Doesn't Match e.MarketData.Last.Volume

[RJay]

NT,

I have a question about e.Volume and e.MarketData.Last.Volume

Here is my code.

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protected override void OnMarketData(MarketDataEventArgs e)

{

if (e.MarketDataType == MarketDataType.Last )

{

eVolume += e.Volume;

LastVolume += e.MarketData.Last.Volume;

Print("OnMarketData Last Volume CurrentBar = " + CurrentBar + " LastVolume Total = " + LastVolume + " eVolume Total = " + eVolume);

}
}

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If you look at the attached file, you will see that these values don't match all the time.

Why are they different??? I would think that they would be identical.

Which is correct???

I used a 39 Tick chart displaying TF to collect the data.

Thanks,

RJay

[NinjaTrader_JoshP]

RJay,

You are running into a race condition and most likely will not be able to compare these two together. The race condition is that NS events are only triggered after the core "data structure" is updated. This means that when the event goes to NS, the actual internal data structure may already be ahead of it so you can't compare the two. You would need to stick with one or the other. e.Volume is the NS one and e.MarketData.Last.Volume points to the internal data.

[RJay]

RJay,

You are running into a race condition and most likely will not be able to compare these two together. The race condition is that NS events are only triggered after the core "data structure" is updated. This means that when the event goes to NS, the actual internal data structure may already be ahead of it so you can't compare the two. You would need to stick with one or the other. e.Volume is the NS one and e.MarketData.Last.Volume points to the internal data.

Hi Josh,

What does NS stand for???

Its a shame these don't match up.

Which would you use and why?

Thanks,

RJay

[NinjaTrader_JoshP]

NS stands for NinjaScript.

For checking volume I would just use the e.Volume one since it will be in line with other aspects of your NinjaScript.

[RJay]

NS stands for NinjaScript.

For checking volume I would just use the e.Volume one since it will be in line with other aspects of your NinjaScript.

OK, Thanks

RJay