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AddOn - get market data for RTH trading hours

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    AddOn - get market data for RTH trading hours

    Hi

    While subscribing to the Market data for an instrument , it all works ok.
    However if I am interested in the DailyHigh data , I get the value considering the instrument full trading hours .
    What can I do in order to get the DailyHigh for only the RTH trading hours?

    if (!instrument.Dispatcher.HasShutdownStarted)
    instrument.Dispatcher.InvokeAsync(() => instrument.MarketData.Update += OnMarketData);
    NinjaTrader.Code.Output.Process(instrument.MarketD ata.DailyHigh.Price.ToString(),PrintTo .OutputTab1);

    #2
    Hello dadarara,

    DailyHigh and daily bars are provided by the data provider which may be in ETH or RTH depending on the provider. If you wanted to isolate the high for the RTH hours only you could add a 1440 minute series with RTH hours and then get the High from that instead.

    The MarketData.Update event is for realtime incoming data so that would not specifically be useful for getting the daily high in this case if you wanted to limit it to a set of trading hours. You would need to use a BarsRequest. https://ninjatrader.com/support/help...ub=BarsRequest

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