Anomoly/Problem with OnMarketData event loop

[soulfx]

After testing this and then realising i had a secondary series i added yesterday for other calculations and checking it was apparent that the OnMarketData event loop was being invoked for this secondary series in addition to the primary.

Is there a way to disable this for the second series?

Or is it a case of storing in a variable the value of BarsInProgress in OnBarUpdate that can be used in OnMarketData to filter out and do not calculate/store the secondary series events. I recall as with CurrentBar that BarsInProgress value is not guaranteed outside the scope of OnBarUpdate ? Is this correct?

I would rather not receive onmarketdata events for the secondary series if this is possible but suspect there isnt a way to do this.

thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your post.

Correct, according to the helpguide, "4. With multi-time frame and instrument strategies, a subscription will be created all bars series added in your indicator or strategy (even if the instrument is the same). The market data subscription behavior occurs both in real-time and during TickReplay historical Reference: http://ninjatrader.com/support/helpG...marketdata.htm

You can add a BarsInProgress check statement in OMD to return if not the BIP of interest.

[soulfx]

Hello, thanks for the reply. As i suspected and just wanted to check to see if there was a way to disable the subscription. Would it be a small/material change to provide a method when adding the second series to disable any market data/market depth subscriptions in the Configure section of State management? If so perhaps could be added/included as a feature request.

Also is it your recommendation that i store the current value of BarsInProgress in onBarUpdate in a different variable to use in OnMarketData() - or is it considered safe to use BarsInProgress in OnMarketData.

Also feel free to change the original title if you want - as i couldn't edit it once i realised it was the secondary series that was generating the additional events

thanks

[NinjaTrader_PaulH]

Hello soulfx,

Thanks for your reply.

I will write up a feature request to provide a method or means to optionally disable OMD/D events for added dataseries and will update this thread when I have that feature request.

In my tests I had no issues using BarsInProgress as is. You can test as well and use a variable if you prefer.

[NinjaTrader_PaulH]

Hello soulfx,

The feature request has been assigned SFT-2317, "Option to disable OnMarketData() and OnMarketDepth() for additional dataseries"

Thanks for your suggestion and interest in improving NinjaTrader8.