receive of trades through the API

[velox]

Hi,
We developed an indicator, which requires trades and depth data. It overrides methods:
OnMarketDepth()
OnMarketData()
The problem is that sometimes it takes minutes until the first data event arrives into one of these methods. After that everything works as expected. Please note, this indicator does not require any historical data. What chart and indicator settings do we need to use to begin receiving the data as fast as possible without delays?

Sergey

[NinjaTrader_Bertrand]

Hi Sergey, the event would be given to you through those methods whenever it's broadcasted by your datafeed provider. The chart time frame would not have an impact on this outcome (only the OnBarUpdate() itself would be tied to the bar update timings). It would also depend on the activity of your market monitored if events are generated or not.

[velox]

Hi Bertrand,

We have detected the problem. Out indicator actually starts a small external UI application during OnStartUp(). This takes some time ~50 milliseconds. We noticed that the first updates OnBarUpdate, OnMarketDepth, OnMarketData - begin to arrive few milliseconds before that application is fully loaded.

We resolved it by adding Thread.Sleep(100) at the end the OnStartUp().

Thanks
Sergey

[NinjaTrader_Bertrand]

Thanks for sharing that update, glad to hear.