Sessions

[ren37]

Hello

NT8
I need filter data by session time. Will OnMarketData() trigger for data events outside selected Trading hours in Data series settings? As I can see answer is 'no'. Correct?

[NinjaTrader_PatrickH]

Hello ren37,

Thank you for your post.

OnMarketData() can still trigger outside of the selected session template for the chart. This is because only OnBarUpdate() is restricted to the bars on the chart. OnMarketData() is fed by the market updates from your data feed provider.

[ren37]

Ty

I checked and found that OnMarketData() triggers only inside session time.
This data are from OnMarketData() stored in volume profiles with CME US Index RTH session template applied for data serie.
Begin - is the first tick of session time
End - is the last tick of session time

Total: 1638178, POC: 2160,25, Begin/End: 30.09.2016 8:30:00-30.09.2016 15:14:59, Range 2168,25-2150,5
Total: 2111927, POC: 2146, Begin/End: 29.09.2016 8:30:00-29.09.2016 15:14:59, Range 2165,75-2137,25 

code, NT8 RC1

        protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
        {
            if (marketDataUpdate.MarketDataType == MarketDataType.Last)
            {
                ...

                //if (SessionIterator != null && SessionIterator.IsInSession(marketDataUpdate.Time, true, true))
                {
                    profiles[0].AddVolume(marketDataUpdate.Price, marketDataUpdate.Volume, marketDataUpdate.Time);
                }
            }
        } 

[ren37]

Can anybody advise?

[ren37]

Will anybody from Ninja support respond me?

[NinjaTrader_PatrickH]

Hello ren37,

Thank you for your response.

Where are your prints? Are they inside OnBarUpdate() or OnMarketData()?
What are you attempting to achieve that started these tests?

[ren37]

Hello ren37,

Thank you for your response.

Where are your prints? Are they inside OnBarUpdate() or OnMarketData()?
What are you attempting to achieve that started these tests?

Patrick
Yes, data collected inside OnMarketData().
Actually this is not a test but some indicator with debug output.
This shows that OnMarketData() triggers only inside session. And this is not what is in your answer on my first question.

[NinjaTrader_PatrickH]

ren37,

What session template (Trading Hours) is selected on the chart?

[ren37]

CME US Index RTH

[NinjaTrader_PatrickH]

Thank you, ren37.