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MarketDataEventArgs

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    MarketDataEventArgs

    Hi,

    I had a question about Market Data Event Arguments, specifically MarketDataType. In the NinjaScript handbook, it says that possible arguments are MarketDataType.Ask, MarketDataType.OpenInterest, etc. When I try to print the values for them by using something like Print(MarketDataType.OpenInterest), "OpenInterest" is what gets printed in the output window. I was wondering if these arguments have any actual numerical value attached to them that I can access or if they only exist to notify the method if there is a change in Ask, OpenInterest, etc. I already know that I can access ask by using MarketDataUpdate.Ask, but is there any way to access open interest in the OnMarketData method?

    #2
    Hello Ceraphen,

    If the marketDataEventArgument.MarketDataType is MarketDataType.OpenInterest, then the marketDataEventArgument.Price will have the price of the open interest.
    Chelsea B.NinjaTrader Customer Service

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