Intra-bar price

[cliffhu]

Hi,

I have two minute-bar series in my strategy. It calculates on bar close of series1. Without waiting for series2 to close, I'm currently using its latest intra-bar price from OnMarketData. Is there a way to get this price within OBU instead of using OnMarketData()? similar to GetCurrentBid/Ask, or even from the bar chart?

[NinjaTrader_Gaby]

Hello cliffhu,

Thank you for your post.

If you want intrabar updates within OBU, you need to use Calculate.OnPriceChange or OnEachTick. There is no way to get intrabar updates directly from OBU using Calculate.OnBarClose.

https://ninjatrader.com/support/helpGuides/nt8/calculate.htm

Please let us know if you have any further questions.