GetCurrentBid()/GetCurrentAsk() in OnMarketData

[heech]

Hi there,

I'm wanting to add some simple filtering logic in my OnMarketData() code... specifically, I want to look at the gap between current bid/current ask before I decide if I'm going to take some action.

I just wanted to make sure that within a MULTI-INSTRUMENT strategy, while executing OnMarketData(), GetCurrentBid() and GetCurrentAsk() should already be correct and updated for the current instrument.

Thanks!

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Would be correct if you use the GetCurrentAsk override for the Bar Series.

http://www.ninjatrader.com/support/helpGuides/nt7/getcurrentask.htm

Specifically:

GetCurrentAsk(int barSeriesIndex)


Let me know if I can be of further assistance.