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Level 1 when Add()ing instrument

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    Level 1 when Add()ing instrument

    Good Morning,

    How do i access the bid, ask last in onmarketdata(event e) of a barsinprogress.
    the e.bids/asks/lasts,volumes,prices seem to be only those of barinprogress=0;

    Regards

    #2
    You can filter for BIP as well in OnMarketData(), however if you're just adding in other timeframes of the same instrument there would only be BIP0 calls seen.

    Comment


      #3
      Bertrand

      ES being the primary serie(1 min).
      if i add 6E 1 min i have a distinctive 2 BIPs.
      but if i add instead MSFT 1 min BIP is always =0.
      i've tried with US Equities RTH in case but it's the same.
      Is it because of equities/futures? or is there anything else.
      Can it be bypassed?

      Regards

      Comment


        #4
        rGQRGs7, the instrument category should not be relevant, which broker or feed do you test with here? Would you get realtime data for all added instruments then, or perhaps only for futures?

        Comment


          #5
          Good Morning

          I restarted NT and it's working now

          Regards

          Comment

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