OnMarketData - Price and Volume as a variable

[suprsnipes]

Hi,

I am experimenting with OnMarketData using the following code;

protected override void OnMarketData(MarketDataEventArgs e)
        {

            if (e.MarketDataType == MarketDataType.Ask) 
                askPrice = e.Price;
               [COLOR=Red][B] askVol = e.Volume;[/B][/COLOR]

                else if (e.MarketDataType == MarketDataType.Bid)
                    bidPrice = e.Price;


            else if (e.MarketDataType == MarketDataType.Last)
            {
                if (e.Price == askPrice)
                    Print("Last price traded at ask");

                else if (e.Price == bidPrice)
                    Print("Last price traded at bid");

                else
                Print("Last price occurred at neither bid/ask");
                }
        }

I would like to ask what is the best way to get the e.Volume (in red) as well, which as is above does not compile? I have tried to use simply askVolume = e.Volume; and whilst this works if I change the above to this line of code I want to get this information and store it as a variable. What am I doing wrong here?

suprsnipes

[NinjaTrader_Joydeep]

Hello suprsnipes,
Can you send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[suprsnipes]

The code below is what I have working but I would like to get e.Volume in a variable in addition to the below and I would like to know how to go about it?

protected override void OnMarketData(MarketDataEventArgs e)
        {

            if (e.MarketDataType == MarketDataType.Ask) 
                askPrice = e.Price;

                else if (e.MarketDataType == MarketDataType.Bid)
                    bidPrice = e.Price;


            else if (e.MarketDataType == MarketDataType.Last)
            {
                if (e.Price == askPrice)
                    Print("Last price traded at ask");

                else if (e.Price == bidPrice)
                    Print("Last price traded at bid");

                else
                Print("Last price occurred at neither bid/ask");
                }
        }

[NinjaTrader_Joydeep]

Hello suprsnipes,
From the given code, you have to use proper parenthesis in your if else statement.

Also please make sure askVolume is a long and not an integer.

private long askVol = 0;

protected override void OnMarketData(MarketDataEventArgs e)
        {

            if (e.MarketDataType == MarketDataType.Ask) 
          [B][COLOR="Blue"] {[/COLOR][/B]
                askPrice = e.Price;
                askVol = e.Volume;
            [B][COLOR="blue"]}[/COLOR][/B]
                else if (e.MarketDataType == MarketDataType.Bid)
                    bidPrice = e.Price;


            else if (e.MarketDataType == MarketDataType.Last)
            {
                if (e.Price == askPrice)
                    Print("Last price traded at ask");

                else if (e.Price == bidPrice)
                    Print("Last price traded at bid");

                else
                Print("Last price occurred at neither bid/ask");
                }
        }

Please let me know if I can assist you any further.

[suprsnipes]

Thank you very much