OnMarketData

[pkos16]

I am a bit new to NT (even though I have been using it for some weeks) and I am completely stopped by the following issue. I simply want to print today's open and yesterday's close in OnMarketData, i.e.:

protected override void OnMarketData(MarketDataEventArgs e)
{
Print(CurrentDayOHL().CurrentOpen[0]+" "+PriorDayOHLC().PriorClose[0]);
}

What I obtain (here I use instrument DIA as an example):

.
.
185,5 185,46
185,5 185,46
185,5 185,46
185,5 185,46
186,07 186,31
186,07 186,31
186,07 186,31
186,07 186,31
186,07 186,31

i.e. these prices suddenly change a few lines after running the code. What is interesting: only 186,07 and 186,31 are correct (that is: the first lines are incorrect).

What wrong am I doing?

[NinjaTrader_ChelseaB]

Hello pkos16,

I am not able to reproduce your results in a test script.

Below is a link to a video of the test.

http://screencast.com/t/hLUx36Gt

Attached is the script I have added your print to and tested.

I used Jing which is free software to record short videos and host online.
Would you be able to create a short video demonstrating this same test I have performed but showing the different results?

https://www.techsmith.com/jing.html

[pkos16]

Thanks a lot. I will try to follow your steps. Actually I am wondering if this is not due to the data provider (I use Interactive Brokers).

[NinjaTrader_ChelseaB]

Hello pkos16,

As long as the chart is up to date with the historical data, the source of the data should not matter.

[pkos16]

Yes, you must be right. Anyway, I will put my finger on it. Thanks again for your time!