OnMarketData

[zeller4]

Hello,

Does FirstTickOfBar work if placed inside OnMarketData? Or only inside OnBarUpdate? If not, is there a method for Synchronizing start of bar to also show up inside OnMarketData?

One thing I'm trying to check is the Volume[0] inside OnBarUpdate and how I can get similar readings when an OnMarketData.Last gives it's volume data. I reset my custom volume counter to equal 1 at FirstTickOfBar inside OnBarUpdate. If making a counter variable insde OnMarketData can do the same thing, can I use the volume data from there with equal results?

Thanks,
Kirk

[NinjaTrader_Bertrand]

Kirk, the OnMarketData() is driven exclusively by Level 1 data events, so it's not tied to any bars object, hence the FirstTIckOfBar is not in proper context here. I would continue to set your variable then in OnBarUpdate on each tick, you can still check it's value in OnMarketData(), for example if the last event was a LastPrice update.

[RJay]

Hello,

Does FirstTickOfBar work if placed inside OnMarketData? Or only inside OnBarUpdate? If not, is there a method for Synchronizing start of bar to also show up inside OnMarketData?

One thing I'm trying to check is the Volume[0] inside OnBarUpdate and how I can get similar readings when an OnMarketData.Last gives it's volume data. I reset my custom volume counter to equal 1 at FirstTickOfBar inside OnBarUpdate. If making a counter variable insde OnMarketData can do the same thing, can I use the volume data from there with equal results?

Thanks,
Kirk

Kirk,

If NT isn't providing it, Just build it yourself.


#region Variables
private int activeBar = -1;
private int CustomVolumeCounter =0;

protected override void OnMarketData(MarketDataEventArgs e)
{
if (CurrentBar != activeBar)
{

CustomVolumeCounter = 1;

activeBar = CurrentBar;
}
}

RJay

[zeller4]

Thanks RJay,
I'll give that a try.

Kirk