Incorrect Market data

[guillembm]

I have something strange on my strategy. Last week I was working with Euronext stocks and everything was fine. Now I work with US stocks and with the same strategy I have this trouble.

I Open a 5 minute chart and I set the strategy. On Initialize() I add a new time frame for the main symbol and I get data from another symbol:

Add(PeriodType.Second,5);
Add("$EURUSD", PeriodType.Minute, 60);

After Initialize() I retrieve market data:

protected override void OnMarketData(MarketDataEventArgs e)
{
if (e.MarketDataType == MarketDataType.Ask)
Ask = e.Price;

if (e.MarketDataType == MarketDataType.Bid)
Bid = e.Price;
}

When doing this if I Print(Bid); I get the data from the EURUSD instead of the main instrument.

Even if I set this code I still get wrong data (in this case the value of Print(Bid); is always zero):

protected override void OnMarketData(MarketDataEventArgs e)
{
if (BarsInProgress == 1)
{
if (e.MarketDataType == MarketDataType.Ask)
Ask = e.Price;

if (e.MarketDataType == MarketDataType.Bid)
Bid = e.Price;
}
}

What I'm doing wrong?

[NinjaTrader_AdamP]

guillembm,

Who is your data provider?

The use of BarsInProgress is necessary in order to be sure you are getting data for the correct instrument in multi-instrument strategies.

Please let me know if I may assist further.

[guillembm]

Kinetick

The point is that when I Print(Bid); from onbarupdate with this code I get mixed data from all instruments on the strategy. To Print I set

if (BarsInProgress == 1)
{
Print(Bid);
}

It should print only data from the main instrument in 5 second frame.

I restarted NT and it's the same

[sledge]

I don't think you are getting bid/ask data

Debug everything in your onmarketdata.