NT7 OnMarketData Question

[pman777]

Hi, I need to access the number of lots associated with each Ask/Bid transaction using the OnMarketData method. Seems the Volume argument provides a running total (not sure). Any input is appreciated. tx

[NinjaTrader_ChelseaB]

Hello pman777,

I have a few simple examples that demonstrate replicating the Time & Sales window and show how to accumulate volume from each market update and displaying this on the chart.

http://ninjatrader.com/support/forum/showthread.php?p=503265#post503265

[pman777]

Thank you Chelsea, but seems the examples are for NT8 ... any for NT7?

[NinjaTrader_ChelseaB]

Hi pman777,

I've moved your thread from the NT8 section of the forums to the NT7 section of the forums.

Below is a link to these samples for NT7.

http://ninjatrader.com/support/forum/showthread.php?p=414250#post414250

[pman777]

Thank you Chelsea, I'm having another problem displaying the Ask/Bid volume as they change in real time. I'm currently using the "DrawText" command to display the ask & bid volumes on the right side of my chart but these values are only updated when there is a change in price. My Print command is displaying every volume change in the Output console, but the DrawText is not updating the chart. Any thoughts?

Here's my code:

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
{
askVol = e.Volume; askPrice = e.Price;
if (printOn) Print(Time[0].ToString() + " MarketDataType: " + e.MarketDataType+ "++++++++++++++++ e.Volume: " + e.Volume+ " e.Price: " + e.Price);
}

if (e.MarketDataType == MarketDataType.Bid)
{
bidVol = e.Volume; bidPrice = e.Price;
if (printOn) Print(Time[0].ToString() + " MarketDataType: " + e.MarketDataType+ "---------------- e.Volume: " + e.Volume+ " e.Price: " + e.Price);
}

DrawText("askVol", askVol.ToString(), -20, askPrice, Color.Peru);
DrawText("bidVol", bidVol.ToString(), -20, bidPrice, Color.Peru);

}

[NinjaTrader_ChelseaB]

Hello pman777,

By default the chart updates every half second.

Right-click chart -> Properties... -> Display update interval (sec).

I wouldn't recommend turning this up for performance reasons.

[pman777]

I set the Display update interval to .1 but the problem is still there

[pman777]

I noticed that if I click my mouse on the chart it updates the fields ... forcing a refresh. Is there a way to do that from within my indicator?

[koganam]

I noticed that if I click my mouse on the chart it updates the fields ... forcing a refresh. Is there a way to do that from within my indicator?

ChartControl.Refresh()

?
Undocumented and unsupported. Be advised accordingly.

[pman777]

thank you Koganam ... by the way I posted on another thread that I'm looking for a time-counter routine that will count the time in seconds that a volume bar is active. Can you direct me to something that would help. thanks again

[NinjaTrader_ChelseaB]

Hello pman777,

koganam is correct. Using ChartControl.Refresh() will trigger the chart to update, but this is unsupported and can cause performance and behavior issues (when improperly used).

[pman777]

Thanks Chelsea ... got it working and it seems to be performing fine, even at peak volume.

[koganam]

thank you Koganam ... by the way I posted on another thread that I'm looking for a time-counter routine that will count the time in seconds that a volume bar is active. Can you direct me to something that would help. thanks again

double secondsElapsed = (Time[0] - Time[1]).TotalSeconds;

[eDanny]

Your DrawText methods should update in real time in OnMarketData method, not just on price change.