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Obtaining Last Volume and Price from IB?

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    Obtaining Last Volume and Price from IB?

    Hi,

    MarketDataType.Last doesn't seem to exist in IB's data stream, only Bid and Ask. How can I obtain the last price and volume data in NinjaScript?

    Thanks,
    palinuro

    #2
    >> MarketDataType.Last doesn't seem to exist in IB's data stream
    Incorrect. Data will be there as soon as IB sends trade data for that instrument.

    Comment


      #3
      Right, my mistake - I was cutting and pasting and inadvertently used OnMarketDepth instead of OnMarketData...

      Thanks for the correction, all is well now...

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