Data & Volume Questions

[rt-trader]

Hi,

I have a PATS broker and so connect NT (6.5) to them first and eSignal next.
That all works well except that I can not get live data from the eSignal connection for any symbol which is not mapped to PATS - is this correct?

If so - is it likely to change in a future release? I ask this because of next question.

The PATS volume data appears to filtered. The puzzle is this;

All exchange data (buys, sells, volume, time etc) related to the live PATS symbol flows through the Time and Sales window. Yet when accessing this data via the OnMarketData method, reduced volume data results. If I drop the PATS feed and use eSignal full data is available.

So - my question is - if when connected to PATS a full data stream is observable through the T & S window, why cant the OnMarketData method get to that data?

Or (and very possible) am I misunderstanding something here?

Thanks

[NinjaTrader_Ray]

The same data in the NinjaTrader T&S window and the OnMarketData() method in an indicator or strategy should be identical.

You can test this by only connecting to Patsystems and applying a custom indicator to a chart that has the following code.

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Last)
Print(e.Price + " " + e.Volume);
}

[rt-trader]

Ok - will do - thanks Ray.

Any views on my first question?

[NinjaTrader_Ray]

You can not get any data for futures contracts from eSignal if you connect to Pats first and eSignal second.