Multi Instrument Bid Ask data

[suprsnipes]

Hi,

I am trying to load within a strategy two instruments, the primary instument and the secondary instrument using the following code obtained from another post on the forum.

The output I am looking for is to show the ask, bid and last price for the secondary instrument but after running the strategy I find that it's only getting the Ask, Bid and Last data from the primary instrument?

Is there something that I am doing incorrectly?

 protected override void Initialize()
        {
            Add("ES 09-12", PeriodType.Tick, 1, MarketDataType.Ask);
            Add("ES 09-12", PeriodType.Tick, 1, MarketDataType.Bid);
            Add("ES 09-12", PeriodType.Tick, 1, MarketDataType.Last);
            
            CalculateOnBarClose                = false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
 
        // Checks if OnBarUpdate() is called from an update on the primary Bars
        if (BarsInProgress == 0) //Main Chart interval
        {
            Print("This is the default instrument close : "+Close[0].ToString());
        }
        else if(BarsInProgress == 1) //Bid Tick Chart interval
        {
            Print("This is the instrument ask : "+Close[0].ToString());
        }
        else if(BarsInProgress == 2) //Ask Tick chart interval
        {
            Print("This is the instrumentName bid: "+Close[0].ToString());
        }
        else if(BarsInProgress == 3) //Ask Tick chart interval
        {
            Print("This is the instrumentName last: "+Close[0].ToString());
        }
        }

I would also like to ask if it's possible to get the bid volume and ask volume from the secondary instrument also? If so, what method should I be looking to achieve that in?

Thanks again and regards,
suprsnipes

[NinjaTrader_Joydeep]

Hello suprsnipers,
To assist you further may I know what is the primary bar series i.e. (the main chart on which you are applying the strategy).

I look forward to assisting you further.

[suprsnipes]

I have just re-started NT and the strategy and I'm pleased to say that it is running correctly.

The first part of the series is the YM 09-12.

Is it possible for you to let me know how I can get the bid and ask volume data from the secondary series in addition to the bid and ask price?

[NinjaTrader_Joydeep]

Hello suprsnipers,
You can use the Volume[0] code to get the volume from the secodary series.

if (BarsInProgress == 0) //Main Chart interval
        {
            Print("This is the default instrument volume : "+Volume[0].ToString());
        }
        else if(BarsInProgress == 1) //Bid Tick Chart interval
        {
            Print("This is the instrument ask volume : "+Volume[0].ToString());
        }
        else if(BarsInProgress == 2) //Ask Tick chart interval
        {
            Print("This is the instrumentName bid volume: "+Volume[0].ToString());
        }
        else if(BarsInProgress == 3) //Ask Tick chart interval
        {
            Print("This is the instrumentName last volume: "+Volume[0].ToString());
        }

Instead of adding the Bid Ask data series, you can also use the GetCurrntBid, GetCurrentBidVolume functions to get the information regarding it. It will surely be resource friendly.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentbid.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentbidvolume.htm

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

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getcurrentaskvolume.htm

Please let me know if I can assist you any further.

[suprsnipes]

Great, thanks for your feedback I will try both of your suggestions.

[NinjaTrader_Joydeep]

Hello suprsnipers,
Thanks for your note.
Please let me know if I can assist you any further.