OnMarketData from the secondary series

[YevhenShynkarenko]

Hello! I'm trying to get current Ask and current Bid price from the secondary Series.
I'm using OnMarketData events. How can I get current ask and bid from multi-instrument indicator/strategy?
F.e. Main Data Series is GC 02-12 and the Secondary ic CL 01-20. I need to get current Ask and Bid from CL 01-20.

Thank you!

[NinjaTrader_ChrisL]

Hi YevhenShynkarenko, thanks for your note.

The GetCurentBid and GetCurrentAsk method have overrides that have a barsinprogressindex parameter. For the primary call GetCurrentAsk(0); and for the secondary call GetCurrentAsk(1)

[YevhenShynkarenko]

Hi YevhenShynkarenko, thanks for your note.

The GetCurentBid and GetCurrentAsk method have overrides that have a barsinprogressindex parameter. For the primary call GetCurrentAsk(0); and for the secondary call GetCurrentAsk(1)

Big thanks. One more question,
How to get Unrealized Profit Loss from multi-instrument strategy? F.e. I have opened position on both instruments (GC, CL). How can I get the Unrealized PnL from GC and from CL.
Can I do this in OnMarketData?
Thanks!

[NinjaTrader_ChrisL]

Hi YevhenShynkarenko, thanks for your patience.

The Positions object can be used for this case. See the documentation below:

https://ninjatrader.com/support/helpGuides/nt8/?positions.htm