get historical Bid/Ask in OnBarUpdate()

[aotubusen]

Hello people
I am trying to get historical bid ask tick data for each bar i.e 5mins. bars, without using tick replay, by adding the following line

AddDataSeries(Instrument.MasterInstrument.Name, BarsPeriodType.Tick, 1, MarketDataType.Ask);
AddDataSeries(Instrument.MasterInstrument.Name, BarsPeriodType.Tick, 1, MarketDataType.Bid);

How do I access the bid ask tick prices that make up each primary bar in OnBarUpdate().
I tried using the code below to print the tick prices, but it prints the same number of lines and prices for each primary Currentbar index

if (BarsInProgress == 0 ){
for(int i =0; i < BarsArray[0].TickCount; i++){
Print(String.Format("Current Bar {0} Curr {1} ASK {2} Bid {3}",CurrentBar, BarsArray[0].TickCount, BarsArray[1].GetAsk(i), BarsArray[2].GetBid(i)));
}
}

thanks in advance

[NinjaTrader_Jim]

Hello aotubusen,

Thanks for your post.

A primary bar that is built from Last data (actual trades,) would be built from Last ticks and would not be build from Bid/Ask ticks. Bid/Ask ticks are separate streams.

You would use AddDataSeries(null, BarsPeriodType.Tick, 1, MarketDataType.Last); to add a single tick data series of Last ticks.

I have also attached an example that can demonstrate calculating primary bar values with single tick data.

I have also attached an example that shows identifying buys and sells from single tick data. You may compare this against the built in BuySellVolume indicator.

We look forward to assisting.

[aotubusen]

Of course. I don't know what I was thinking.

thank you so much.