Incorrect bars are being reported in OnBarUpdate()

[rokups]

Hi,
I am working with 1 tick secondary dataseries and i am getting incorrect bars reported. A trimmed down version of my indicator:

protected override void OnStateChange()
{
    if (State == State.SetDefaults)
    {
        IsChartOnly                 = true;
        IsOverlay                   = true;
        DisplayInDataBox            = false;
        DrawOnPricePanel            = true;
        IsSuspendedWhileInactive    = false;
        Calculate                   = Calculate.OnEachTick;
        MaximumBarsLookBack         = MaximumBarsLookBack.TwoHundredFiftySix;
        BarsRequiredToPlot          = 0;
    }
    else if (State == State.Configure)
    {
        // Other modes not supported.
        Calculate = Calculate.OnEachTick;
        AddDataSeries(Instrument.FullName, BarsPeriodType.Tick, 1, MarketDataType.Last);
    }
}
#endregion

protected override void OnBarUpdate()
{
    if (CurrentBars[0] < BarsRequiredToPlot || CurrentBars[1] < BarsRequiredToPlot)
        return;

    var barTime = Time[0].ToString("yyyy-MM-dd HH:mm:ss.ffffff");
    Print((BarsInProgress == 0 ? "BARS" : "TICK") + $" BARS={CurrentBars[0]} TICK={CurrentBars[1]} TIME={barTime} CLOSE={Close[0]} VOL={Volume[0]}");
}​

Below you can see a screenshot of printed values. I marked last correct ticks in yellow. After that, as you can see time rewinds a little for ticks and closing price is bogus. Further down there is a sharp jump down in time from 16:16:59 to :16:00:00. Historical tick data window shows no such values. This happens when i reload a chart with my indicator in paused simulator, on MNQ 12-24.



If this is a bug, it seems to be quite a major one. Or maybe this is my fault somehow? Does anyone encounter anything like this? Is there any known workaround maybe?

[NinjaTrader_ChelseaB]

Hello rokups,

Use null for the instrument as using variables (dynamic) with AddDataSeries() is not supported.

Who are you connected to for data?

Please also print the State property in the print.

[rokups]

Unfortunately i am no longer able to reproduce the issue.

I since switched to instrumentless AddDataSeries(), though i can not say this was the remedy.
I am using data from the standard "Simulation" connection, this specific issue was observed during playback using historical tick data (not market replay).

If i ever encounter this issue again i will get back to this thread with more information.

Thanks