OnBarUpdate - OnMarketData Variable's Value Mismatch Problem

[RJay]

Hi NT,

I have been having a problem since 6.5 all the way to the newest version of NT7.

Current values being collected and plotted from OnMarketData are intermittantly being overwritten by older values of the same variable in OnBarUpdate.

Attached is a simple tick counter indicator.

Please place on a 3 tick Range chart with an output window open.

Comparison checks are made in both OnMarketData and OnBarUpdate.

Mismatch errors will display in output window.

This problem is damaging the accuracy of my indicators.

Can you explain why OnMarketData and OnBarUpdate do not display the same variable's values consistently???

Thanks,

RJay

[NinjaTrader_RyanM1]

Hi Rjay,

NinjaTrader is multi threaded. These events are not necessarily processed one after another.

TotalTick++;
			
Values[0].Set(TotalTick);

If you receive an OnBarUpdate event in-between processing those two lines, then the variables will be out of sync.

With NinjaTrader being multi-threaded, you should not rely on any particular sequence of events like OnMarketData() always being called before OnBarUpdate() or vice versa.