How to get Prior day open close high low from the broker

[BankRobber]

My broker is IB, and I'd like to know is there any way to get prior day open, close, high, low, and daily candle straight from the broker.
I ask this because, sometimes I'm missing some recorded data, so Pivot calculations inside the strategy won't be accurate.

[NinjaTrader_RyanM1]

Hi BankRobber,

Yes, you can get some of these values directly from the data provider. See OnMarketData here:

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

Most of these values are for the current day. Best may be to add a daily interval to multiseries NinjaScript, and you can access from the provider that way.

[BankRobber]

Hi BankRobber,

Yes, you can get some of these values directly from the data provider. See OnMarketData here:

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

Most of these values are for the current day. Best may be to add a daily interval to multiseries NinjaScript, and you can access from the provider that way.

What if i have multiple instruments in my strategy, can i get MarketDataEventArgs for every instrument?

[NinjaTrader_RyanM1]

Yes, you can filter events within a specific BarsInProgress.

Here is the page to OnMarketData() event.

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