First Tick of Session

[Turtle Trader]

Hello,

Is there any way to know when the first tick of a new session comes into OnBarUpdate?

Similar to FirstTickofBar() but for a session?

?

[NinjaTrader_CalH]

Hello TurtleTrader,

Thank you for your note.

You would need to use FirstTickOfBar in conjunction with Bars.FirstBarOfSession

http://www.ninjatrader.com/support/h...rofsession.htm

Let me know if I can be of further assistance.

[Turtle Trader]

another queston

Hi Cal, thank you...are these values available for historical data when a chart first loads?

Or just for live stream data?

[NinjaTrader_CalH]

TurtleTrader,

The FirstTickOfBar will get called for each bar historically, so if you add in the Bars. FirstBarOfSession then it will only be true when the actual first bar of the session is in play.

[Turtle Trader]

OK

OK, so then the Bars. FirstBarOfSession is only true for live, streaming data?

(i.e. not historical data, say on the chart load or refresh?

[NinjaTrader_CalH]

TurtleTrader,

That's not what I said.

Both will historically but there is a limitation to the FirstTickOfBar.

Since we don't have the realtime data for backtest, FirstTickOfBar is true for each bar call. In realtime, this will work as expected.

Bars.FirstBarOfSession will work in both Historical and Real time stream