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[Marty125]

I´ve made indicator which uses OnMarketData() data stream. Everything works fine but when I load indicator on historical data (e.g. Monday (1day) from previous week) with TickReplay and the instrument is live by that time, OnMarketData starts to send updates which ofc disrupts visual of the indicator. How can I prevent this from happening? Thank you


EDIT:
Question 2: Lets say I dont need bid/ask, only "precise" volume at price (historical and realtime). So if I use TickReplay or add 1 tick DataSeries, result is the same. What are the pros and cons of using these approaches?

[NinjaTrader_Jesse]

Hello Marty125,

I am not sure I understand the problem, are you saying that OnMarketData is somehow being called for both historical and realtime bars at the same time? When you use tick replay that makes OnMarketData call for historical data.

If you can accomplish the same task without tick replay that will be more efficient, TickReplay takes a lot more resources to process.

[Marty125]

If you can accomplish the same task without tick replay that will be more efficient, TickReplay takes a lot more resources to process.

I thought that 1tick data will use more resources bc there can be hundreds of thousands ticks per day. Ok, thats good news.




Q1: This is 15min ES (5. dec 2024, days to load 0). When open this chart (and now the ES is open) there are ticks comming from OnMarketData.

[NinjaTrader_Jesse]

Hello Marty125,

I am unsure of what your question is for the image, you should have live market data happening in OnMarketData if the script enters realtime and you are connected.

[Marty125]

The upper part is last 15min footprint from 5.dec (22:45-23:00). When I load this chart NOW, new ticks starts to come from OnMarketData, which creates the lower part of FP. Because OnBarUpdate is ofc not beeing caled no new candles are being created. Is there any condition which I might be missing from OnMarketData to prevent this new ticks from incoming?

[NinjaTrader_Jesse]

Hello Marty125,

That still sounds correct, OnMarketData is a separate override from OnBarUpdate, market data does not require OnBarUpdate to be called. Those two overrides happen independently in realtime so if you are waiting for a bar to close to do something OnMarketData will be working during that time.