OnBarUpdate not called

[Diderino]

Hi there,

something is not working here... OnBarUpdate prints correctly to the output window for the primary series and BarIndex 1 (MarketDataType.Last), but not for the BarIndex 2 (MarketDataType.Bid) and 3 (MarketDataType.Ask).

Any idea why? I have a feeling that the bid/ask series might be empty, if so why? I use IQFeed as a data provider.

Thx, Chris

      
protected override void Initialize()
        {
            CalculateOnBarClose	= false;
            Overlay = true;
			
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Last);			
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid);
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask);
			
			ClearOutputWindow();
        }

        protected override void OnBarUpdate()
        {
			if(BarsInProgress == 0)
			{
				
			}
			else if(BarsInProgress == 1)
			{
				Print("Last: " + Close[0]);
			}
			else if(BarsInProgress == 2)
			{
				Print("Bid: " + Close[0]);
			}
			else if(BarsInProgress == 3)
			{
				Print("Ask: " + Close[0]);
			}	
	}

[sledge]

You need to use Closes,not Close.

Should be something like

Closes [1][0]
Closes [2][0]
Closes [3][0]

For your example prints.

[sledge]

Post Reported

[Diderino]

You need to use Closes,not Close.

Should be something like

Closes [1][0]
Closes [2][0]
Closes [3][0]

For your example prints.

That didn't do the trick...

[Diderino]

It seems like the Bid and Ask Series are empty. The code below prints out this:

426
638006
0
0

        protected override void Initialize()
        {			
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Last);			
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Bid);
			Add(Instrument.FullName, PeriodType.Tick, 1, MarketDataType.Ask);
			
			ClearOutputWindow();
			CalculateOnBarClose	= false;
        }

		protected override void OnStartUp()
		{
			Print(Closes[0].Count);
			Print(Closes[1].Count);
			Print(Closes[2].Count);
			Print(Closes[3].Count);
		}

[NinjaTrader_ChelseaB]

Hello Diderino,

Who are you connected to? (This is indicated in green in the lower left corner of the Control Center)

Below is a link to the help guide on Historical & Real-Time Data. In the section 'Understanding the data provided by your connectivity provider' there is a chart that show the supported connection technologies and the types of data these connections support.
http://www.ninjatrader.com/support/h...rical_data.htm

[Diderino]

I am connected to IQFeed.

[sledge]

I found some older posts iqfeed bid /ask issues.

Which instruments are you using?

[Diderino]

To the "ES 06-15" contract, any idea what's going wrong?

[NinjaTrader_ChelseaB]

Hello Diderino,

Below is a link to the help guide on Historical & Real-Time Data. In the section 'Understanding the data provided by your connectivity provider' there is a chart that show the supported connection technologies and the types of data these connections support.

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

(Look in the Historical Bid/Ask Tick Data column)


IQFeed does not provide historical tick ask or bid data.

[Diderino]

I just asked IQFeed and they say they do provide historical (180 days back) bid/ask data, so the table in the link must be incorrect...

[NinjaTrader_ChelseaB]

Hello Diderino,

Open a 1 tick chart with the instrument. Set the data type to Bid.

Is there data on the chart?

[sledge]

I just asked IQFeed and they say they do provide historical (180 days back) bid/ask data, so the table in the link must be incorrect...

Does this post help?

http://www.ninjatrader.com/support/forum/showthread.php?t=55671&highlight=iqfeed+bid+missing

[Diderino]

Hello Diderino,

Open a 1 tick chart with the instrument. Set the data type to Bid.

Is there data on the chart?

When I set the data type to Bid, indeed no chart shows except for the last day, which is probably when I set the option "save chart data as historical"...

[NinjaTrader_ChelseaB]

Hello Diderino,

Saving the chart data is fine to do if this is not provided by the connection type.

If the data is saved with save chart data as historical a constant connection to that instrument is required to have consistent data. This just means keep a chart open to that instrument and data type or use the Market Analyzer with any indicator and a row with that instrument and data type set.