Custom BarType built off Trade, Bid, and Ask Series

[habibalex]

Is it possible to combine all the bid,ask, tick series in a custom bar? I want to plot all 3 series concurrently but with specific rules with regards to each other. It isn't really time or tick based.

It looks like OnDataPoint only expects 1 series at a time. Would I have to do a BarsRequest for the other 2 series and interleave that data with the OnDataPoint calls with my own UpdateBar() and AddBar()?

[NinjaTrader_Jim]

Hello habibalex,

Thanks for opening the thread.

It would be possible to create a custom BarsType that displays the bid ask in another way that you desire. You may be limited with how many price values the BarsType can hold.

OnDataPoint() and AddBar() can feed in bid and ask prices, but this cannot be done with UpdateBar().

You could rearrange the values and assign something different to the Open High Low or Close values in OnDataPoint, and you could also use a BarsRequest to import other data as well. Your idea should work.

Please let me know if I can be of further assistance.