One Second multi-Instrument Strategy

[freewind]

Hi,

I'm designing a multi-instrument strategy with 1 second bars.
Some of the instruments has missing second without bars.
My question is does OnBarUpdate() is called even if BIP==0 has a missing second but other BIP has this second?

Also I want to verify that if I'm referring to Closes[1][0] it refer to the last available Close in BIP 1 that is with the sync. with the time stamp so far.

Thanks,
Roy

[NinjaTrader_PatrickH]

Hello freewind,

Thank you for your post.

BIP 0 will not be called if there is no data for the BIP 0, BIP is only called when there is a tick for that bar series.

Closes[1][0] refers to the must recent close of the secondary bar series added to your code.

For information on working with multiple instrument and time frames in your NinjaScript code please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if you have any questions.

[freewind]

Yes, But does OnBarUpdate() is called if BIP2 was updated and not BIP0?

[NinjaTrader_PatrickH]

Hello freewind,

Thank you for your response.

OnBarUpdate() is called for each bar series in your script.