Get current Bid Ask Price of Instrument?

[defa0009]

deleted...

[NinjaTrader_ChelseaB]

Hello defa0009,

GetCurrentAsk() and GetCurrentBid() return the bid and ask for the instrument the script is running on.

To get any data from another instrument, you would need to either add a data series with AddDataSeries() or do a BarsRequest.

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

https://ninjatrader.com/support/helpGuides/nt8/barsrequest.htm

[NinjaTrader_ChelseaB]

Hello defa0009,

The BarsRequest.Request() has a bars parameter which contains a Bars object.

barsRequest.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{
if (errorCode != ErrorCode.NoError)
{
// Handle any errors in requesting bars here
NinjaTrader.Code.Output.Process(string.Format("Err or on requesting bars: {0}, {1}",
errorCode, errorMessage), PrintTo.OutputTab1);
return;
}

Print( bars.Bars.GetAsk(bars.Bars.Count() -1) );
Print( bars.Bars.GetBid(bars.Bars.Count() -1) );
}));
}

[NinjaTrader_ChelseaB]

Hello defa0009,

The BarsBack value must be 1 or greater to request at least 1 bar.

You could request a single tick to get the most recent tick.
barsRequest = new BarsRequest(instrument, 1);
barsRequest.BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Tick, Value = 1 };

If you want each new update, you must add an event handler method to the barsRequest.Update event.
The argument contains the bars object as shown in the sample code in the help guide.

BarsRequest is in the NinjaTrader.Data namespace.

[NinjaTrader_ChelseaB]

Hello defa0009,

You would be requesting 1 tick bar, and getting the ask and bid from that tick.

Are you seeing the bars.Bars.GetClose(0); is producing a value?
Or what time is bars.Bars.GetTime(0) showing?

You could also choose to get the MarketData updates as these stream in.

https://ninjatrader.com/support/helpGuides/nt8/marketdata.htm

It's not documented, but you could also try using the Instrument.MarketData.Ask / Instrument.MarketData.Bid.

[NinjaTrader_ChelseaB]

Hello defa0009,

If there is no subscription to the instrument made by a subscriber, then no data is coming in.

This is why a BarsRequest or AddDataSeries() call is necessary. (and likely why using instrument.MarketData.Ask is not documented)

"I also can't wait for the bars callback"

You probably will have to run the logic from the callback of a BarsRequest. The BarsRequest and event handler method would create a subscription to the instrument so the data is flowing.