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Time and sales data Calculate on Price Change

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    Time and sales data Calculate on Price Change

    Does changing the Calculate property on my indicator have any impact on Time and Sales? I'm guessing that OnMarketData is being triggered at all ticks regardless of the indicator property setting. I know T&S data is resource intense, but can it alone cause lagging charts?

    Am I correct in assuming that T&S would only be streamed once even though I may have it in an indicator used in multiple charts with the same instrument (just a different time frame)?

    #2
    Hello Chippy,

    Changing the Calculate setting can have a performance impact on any instrument subscriber threads that are subscribed to the same instrument, if the code running on that thread is resource intensive.

    OnMarketData() does update for every update, but it depends on the code being run on that event on how much of a performance impact that will have.
    The T&S example does not have a large impact, but only prints the values to the output window.


    Market updates are received received once, and this triggers an event to push the update for all of the subscriber threads on that instrument.
    Chelsea B.NinjaTrader Customer Service

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