OnMarketData generates strange value sometimes

[NickA]

Hi, Im using Zenfire and FDAX (Eurex) every dozen or so trades I am getting OnMarketData triggering with the data type set as last however when I read e.Price it is zero and e.Volume has a large (bigger than a real trade) number that appears to be some sort of sequence number.

I guess the data feed is using this for something else probably the days total volume? Just checking.

[NinjaTrader_Bertrand]

NickA, I'll give it a run here and will look into if expected or not - are you on NT7 R2 here?

[NinjaTrader_Bertrand]

So far I'm not seeing it happen here, what code do you use printing in OnMarketData()?

[NickA]

Hi Bertrand I am 99.9% sure it is a 'special' quote that give the cumulative volume for the day. Don't put yourself to any further trouble,

Cheers.

[NinjaTrader_Bertrand]

If you just print the e.Price and dont filter for any event, then you could see all those being returned, one being the dailyVol - http://www.ninjatrader.com/support/h...aeventargs.htm

[NickA]

Thanks,

I think there may have been a bug in my code (print statement outside a conditional).