Incorrect Bid and Ask

[Sanjay Mishra]

I have IQFeed as my data provider and am developing a Bid Ask Spread indicator. The bid ask spread is always erroneously reported as a value between 0.1 and 0.3 cents. Here is the code that I use

if(State == State.Historical && 0 < CurrentBar){
//Print("State Historical");
//run historical logic here
bid = Bars.GetBid(CurrentBar);
ask = Bars.GetAsk(CurrentBar);
spread = (ask-bid);

//Print(bid.ToString() + ": " + ask.ToString() + ": " + (ask-bid).ToString());

}else{
//Run Real Time code.
// Spread[0] = (GetCurrentAsk() - GetCurrentBid());
bid = GetCurrentBid();
ask = GetCurrentAsk();
spread = (ask-bid);
}

Please let me know if I am missing something obvious. When I export the series in text files as Bid, Ask, and Last, that data seems correct.

Thanks

[NinjaTrader_BrandonH]

Hello Sanjay Mishra,

Thanks for your post.

Bars.GetBid/GetAsk is only relevant on single tick data series to fetch bid/ask prices from bid/ask stamped ticks. (Best Bid/Ask price at the time the Last tick was seen.)

GetCurrentAsk()/GetCurrentBid() will fetch the most recent bid/ask price seen with real-time data straight from the Level 1 data feed.

The historical bid/ask series add all bid/ask prices, but it is not as up to date as GetCurrentAsk()/GetCurrentBid().

See the help guide pages below for more information.
Bars.GetBid: https://ninjatrader.com/support/help...nt8/getbid.htm
Bars.GetAsk: https://ninjatrader.com/support/help...nt8/getask.htm
GetCurrentAsk(): https://ninjatrader.com/support/help...currentask.htm
GetCurrentBid(): https://ninjatrader.com/support/help...currentbid.htm

Let us know if we may assist further.

[Sanjay Mishra]

Thanks Brandon!

Changing the chart to 1 tick chart fixed the issue.

Muchas Gracias