OnMarketData Volume & Tick Issues

[RJay]

NT,

I have noticed that I am getting bad tick and volume counts while collecting data in the OnMarketData section of code.

It seems that when using if (FirstTickOfBar) to reset tick or volume counters for the prior bar, I loose the data for the first tick of the current bar.

Is this normal???

By time FirstTickOfBar executes, the first tick of the bar has already executed and the data for the first tick is gone!!!!

Pictures of this problem along with additional text can be found here.

http://www.bigmiketrading.com/ninjatrader-programming/5913-using-ninjatrader-volume-indicators-better-read.html

Is this a known bug????

Thanks,

RJay

[NinjaTrader_Brett]

Hello,

Just to clarify,

Your using FirstTickOfBar in OnBarUpdate() correct and not OnMarketData().

Can you I please see the code your using for If FirstTickOfBar, your not using return or anything like the right?

These counter variables, are you updating them in OnMarketData() or OnBarUpdate()?

I look forward to assisting you further.

[RJay]

I'm using first tick of bar in OnMarketData().

[NinjaTrader_Brett]

Hello,

Please see the following page:

http://www.ninjatrader.com/support/helpGuides/nt7/firsttickofbar.htm

Please see the following Note on this page.

NOTE: This property should NOT be accessed outside of the OnBarUpdate() method.

Using this in OnMarketData() coudl yield unexpected results. Please resolve this before continuing on. Also please insure your not using a return; command to exit the loop before variables are updated as this would cause you to lose your FirstTickOfBar data.

Let me know if I can be of further assistance.

[RJay]

Just wanted to clarify this.

Thanks,

RJay