Multi-Instrument Strategy question

[futures14]

Hi,

Let's say for example I have a 1-minute chart of MSFT. On the Initialize() method I have added a 1-minute for APPL. CalculateBarOnClose is set to false, so it will be processing every tick.

protected override void Initialize()
{
Add("AAPL", PeriodType.Minute, 1);
}

protected override void OnBarUpdate()
{
// Do something

}


Question:

If two ticks are received exactly at the same time, one for MSFT and one for AAPL,
- Does Ninjatrader strategy process both ticks?; or
- Is one of the ticks discarded because the strategy is busy processing the other tick?
- Does Ninjatrader strategy handle different ticks on different threads?

Thank you.

[NinjaTrader_CalH]

Hello Futures,

Thank you for your post.

NinjaScript is event driven which means it will process each tick for OnBarUpdate at the time they were received, this will come down to milliseconds upon arrival. One will process before the other. It is unlikely that you will ever receive two ticks at the exact same time.