Bid/Ask from OnMarketData vs. GetCurrentBid() / GetCurrentAsk()

[martyn73]

Is there a difference is getting the bid / ask from OnMarketData vs. GetCurrentBid() / GetCurrentAsk()? Is one faster?

[NinjaTrader_Jim]

Hello martyn73,

Thanks for your question.

GetCurrentBid/GetCurrentAsk will pull the most recent bid/ask straight from the level 1 feed before the the bid/ask goes through NinjaTrader's data processing events. This would be the most recent bid/ask at the time the method is called.

OnMarketData would be a data processing event and may not be as up to date as GetCurrentBid/GetCurrentAsk, but it does guarantee the same order of market data updates and is more intended for level 1 analysis.

Let us know if you have any additional questions.