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Initializing a Counter when using OnMarketData method

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    Initializing a Counter when using OnMarketData method

    I am creating a simple counter to sum up the number of trades using the OnMarketData method---I need to initialize the summation variable on the first trade of the session---is there a value for the first trade similar to the FirstBar or FirstTick ?

    I notice a MarketDataType.Opening--but found nothing in the documentation on it-can you explain it?

    Thanks.
    Jim-Boulder
    NinjaTrader Ecosystem Vendor - Elephant Tracks

    #2
    Jim-Boulder,

    There is no "FirstBar or FirstTick" in OnMarketData. The .Opening you saw would have to be provided by the data provider. Some will provide that information and some will not. Your best bet is to check time of timestamps versus your desired session begin time and the moment there is a tick >= that timestamp, start counting.
    Josh P.NinjaTrader Customer Service

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