OnMarketData and Session Template

[pman777]

Seems OnMarketData continues to execute on my chart after the close of my session template. Is there a way to make OnMarketData honor the beginning and ending time of a custom session template? thanks

[NinjaTrader_ChelseaB]

Hello pman777,

I am testing for the behavior.

If am I am able to reproduce, I will report the behavior to our development (and inquire if this is expected).

I appreciate your patience while I test.

[NinjaTrader_ChelseaB]

Hello pman777,

I was able to confirm the session template prevents only OnBarUpdate from processing and does not prevent OnMarketData/OnMarketDepth or other methods from being triggered and that this is expected behavior.

Would you like to submit a feature request for the NinjaTrader Development to consider preventing OnMarketData (or other specific methods) from being triggered outside of the session template (Trading Hours in NT8) in a future version of NinjaTrader?

[sledge]

I was able to confirm the session template prevents only OnBarUpdate from processing and does not prevent OnMarketData/OnMarketDepth or other methods from being triggered and that this is expected behavior.

Is there any history on why this was originally done this way? Just wondering.

[NinjaTrader_PatrickH]

Hello sledge,

Thank you for your response.

OnMarketData and OnMakretDepth are subscriptions to the live data. Chart bars are built by the Session Template/Trading Hours in order to view the graphs and studies over the desired collection of bars. This means OnBarUpdate is restricted to only the bars updating in the Session.

This is essentially the difference between live data and a graph that is collection of data (Charts).

Please let me know if you have any questions.