Can OnMarketData(MarketDataEventArgs e) reference TWO instruments bid-ask?

[chrisflow]

Help! Getting an error that my var "does not exist in current context"

I've added a second instrument, and used "BarsInProgress" to parse out the bid-asks. Can you tell what is wrong? It works if I remove the "if(BarsInProgress ==0)", but that defeats the ability to get the bid-asks of each instrument separately.


protected override void Initialize()
{
Add(Symbol2, BarsPeriod.Id, BarsPeriod.Value);
}
protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketData.Ask == null || e.MarketData.Bid == null)
return;

if (BarsInProgress == 0) {
double aAsk=e.MarketData.Ask.Price;
double aBid=e.MarketData.Bid.Price;
}

SpreadHigh.Set( Qty1* aAsk ); // throws error "The name 'aAsk" does not exists in the current context"
SpreadLow.Set( Qty1* aBid ); // throws error "The name 'aBid" does not exists in the current context"

[sledge]

Based on what you posted, I'm not sure where you are accessing aAsk from ?!!!

Anyways, if it is within the same indicator/strategy...

Declare your aAsk/bid in the #variables region..

double aAsk;

Then in OnMarketData


if (BarsInProgress == 0) {
aAsk=e.MarketData.Ask.Price;
aBid=e.MarketData.Bid.Price;
}

Then wherever your other code resides (within this strat/ind), should work... I hope

Help! Getting an error that my var "does not exist in current context"

I've added a second instrument, and used "BarsInProgress" to parse out the bid-asks. Can you tell what is wrong? It works if I remove the "if(BarsInProgress ==0)", but that defeats the ability to get the bid-asks of each instrument separately.


protected override void Initialize()
{
Add(Symbol2, BarsPeriod.Id, BarsPeriod.Value);
}
protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketData.Ask == null || e.MarketData.Bid == null)
return;

if (BarsInProgress == 0) {
double aAsk=e.MarketData.Ask.Price;
double aBid=e.MarketData.Bid.Price;
}

SpreadHigh.Set( Qty1* aAsk ); // throws error "The name 'aAsk" does not exists in the current context"
SpreadLow.Set( Qty1* aBid ); // throws error "The name 'aBid" does not exists in the current context"

[sledge]

If this is all within OnMarketData

if (BarsInProgress == 0) {
double aAsk=e.MarketData.Ask.Price;
double aBid=e.MarketData.Bid.Price;
} [I][B]<---aAsk, aBid DIE here with the closing brace } [/B][/I]

SpreadHigh.Set( Qty1* aAsk ); // throws error "The name 'aAsk" does not exists in the current context"
SpreadL

[chrisflow]

That worked

Thank you that did the trick!