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