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Current bid / ask size in AddOn

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    Current bid / ask size in AddOn

    In an AddOn, how do I access the current bid and ask size (not price) when I receive the MarketDataType.Last price from a MarketData subscription?
    ie.,

    Code:
    private void OnMarketData(object sender, MarketDataEventArgs e)
    {​
           if (e.MarketDataType != MarketDataType.Last) {
                // I need the current bid and ask size here
           }
    }

    #2
    Hello emini.ninja,

    Ask Last and Bid events are all separate, to access the ask or bid in the addon you would have to monitor the MarketDataType.Ask or Bid. If you need the most recent value during a last event you would have to use private variables to store the ask and bid values during those events so you can access them later from the last event.

    Comment


      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello emini.ninja,

      Ask Last and Bid events are all separate, to access the ask or bid in the addon you would have to monitor the MarketDataType.Ask or Bid. If you need the most recent value during a last event you would have to use private variables to store the ask and bid values during those events so you can access them later from the last event.
      Thanks Jesse!

      Comment

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