At Bid or at Ask?

[Diderino]

Hi there

I added a 1 tick series to my indicator. I know how to get the price (close[0]) and the volume (volume[0]) of each tick. how do I find out, whether it was executed at the bid or ask price? getcurrentbid() substitutes the close price as it seems in case of historical data...

thanks!
Chris

[NinjaTrader_PatrickH]

Hello Chris,

Thank you for your post.

You can add an additional series to your script for the Bid and Ask, you would then need to access that Bar Series to compare against the primary.

To add the additional series in the Initialize() method please use the following as an example:

			Add("AAPL", PeriodType.Tick, 1, MarketDataType.Bid);
			Add("AAPL", PeriodType.Tick, 1, MarketDataType.Ask);

For information on historical bid and ask series please visit the following link: http://www.ninjatrader.com/support/h..._ask_serie.htm
For information on multiple time frames in your code please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if I may be of further assistance.