AddDataSeries string

[stephensams]

Hi, is it possible to call AddDataSeries using either a string variable holding a valid instrument name, or an expression that evaluates to a string that is a valid instrument name? Thanks...

[NinjaTrader_PatrickH]

Hello stephensams,

Thank you for your post.

It is possible to pass a string into the AddDataSeries() method. For information on AddDataSeries please visit the following link: http://ninjatrader.com/support/helpG...dataseries.htm

[stephensams]

Great, thanks. I realized I have a different issue...

I have a Market Analyzer row in the instrument column populated with ES ##-##. The second column finds the highest volume among the continuous contract Instrument.MasterInstrument.RolloverCollection elements (e.g. ES 03-16, since it's heaviest traded at the moment).

I don't think I can AddDataSeries in State.Configure using Instrument.MasterInstrument since ES ##-## hasn't loaded yet. If this is true, can I AddDataSeries in a later State, or elsewhere, like OnMarketData?

If I can't, can you think of another way to access volume data (Series, VolumeSeries) in OnMarketData?

Thanks so much...

[NinjaTrader_ChelseaB]

Hello stephensams,

This will need to be done by doing a BarsRequest for data and subscribing to an event handler for the BarsRequest.Update.

Attached is an example.