OnMarketData on Historical data

[orenshkol]

Hi,

I wish to run OnMarketData on Historical data, please tell me how do I take the example in the guide and run it on historical data:

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
// Print some data to the Output window
if (marketDataUpdate.MarketDataType == MarketDataType.Last)
Print(string.Format("Last = {0} {1} ", marketDataUpdate.Price, marketDataUpdate.Volume));
else if (marketDataUpdate.MarketDataType == MarketDataType.Ask)
Print(string.Format("Ask = {0} {1} ", marketDataUpdate.Price, marketDataUpdate.Volume));
else if (marketDataUpdate.MarketDataType == MarketDataType.Bid)
Print(string.Format("Bid = {0} {1}", marketDataUpdate.Price, marketDataUpdate.Volume));
}

Thank you.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

To use OnMarketData historically, you would first need to enable TickReplay and ensure you have tick replay data for the instrument being used. Once this is done, the override can be used historically.

We have a help guide article on this specific topic here: https://ninjatrader.com/support/help...sub=tickreplay

Please ensure to utilize the example that is specific to TickReplay from the above link, the syntax to use TickReplay is different than the syntax you have posted which would be used for Realtime.

I look forward to being of further assistance.